-29.8%
SYK vs SGI
-21.7%
-8.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.1% | +1.2% | -1.6% |
| 7D | -12.3% | -4.9% | -7.4% | -11.8% |
| 30D | -22.4% | +1.6% | -24.0% | -22.6% |
| 3M | -12.3% | -3.2% | -9.2% | -12.1% |
| 6M | -24.3% | -16.0% | -8.3% | -23.3% |
| YTD | -22.8% | -25.4% | +2.7% | -21.6% |
| All | -29.8% | -21.7% | -8.1% | -28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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