+351.6%
SYK vs SFM
+108.9%
+242.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.9% | +3.6% | 0.0% |
| 7D | -11.8% | -7.2% | -4.6% | -11.1% |
| 30D | -20.4% | -14.3% | -6.0% | -19.2% |
| 3M | -12.1% | -13.7% | +1.7% | -10.9% |
| 6M | -24.3% | -6.0% | -18.3% | -24.1% |
| YTD | -21.2% | -8.2% | -13.0% | -21.0% |
| 1Y | -29.2% | -46.2% | +17.1% | -25.5% |
| 3Y | -2.1% | +83.6% | -85.6% | -9.1% |
| 5Y | +4.7% | +212.7% | -208.0% | -8.7% |
| 10Y | +178.2% | +273.0% | -94.8% | +131.7% |
| All | +351.6% | +108.9% | +242.7% | +293.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling