-24.3%
SYK vs SFM
-7.7%
-16.7%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.9% | +3.6% | +0.3% |
| 7D | -11.8% | -7.2% | -4.6% | -10.5% |
| 30D | -20.4% | -14.3% | -6.0% | -18.4% |
| 3M | -12.1% | -13.7% | +1.7% | -10.2% |
| 6M | -24.3% | -6.0% | -18.3% | -23.3% |
| All | -24.3% | -7.7% | -16.7% | -23.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling