-22.3%
SYK vs SFM
-41.4%
+19.1%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.9% | -4.4% | -1.8% |
| 7D | -8.3% | -0.1% | -8.3% | -8.3% |
| 30D | -10.1% | -4.4% | -5.7% | -9.8% |
| 3M | +0.9% | +1.5% | -0.6% | +0.7% |
| 6M | -20.2% | +6.5% | -26.7% | -20.3% |
| YTD | -13.3% | +2.2% | -15.5% | -13.4% |
| 1Y | -22.3% | -41.9% | +19.5% | -15.0% |
| All | -22.3% | -41.4% | +19.1% | -15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded SFM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling