+5.0%
SYK vs SGI
+45.9%
-40.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.1% | +1.2% | -1.2% |
| 7D | -12.3% | -4.9% | -7.4% | -11.3% |
| 30D | -22.4% | +1.6% | -24.0% | -22.8% |
| 3M | -12.3% | -3.2% | -9.2% | -12.1% |
| 6M | -24.3% | -16.0% | -8.3% | -21.9% |
| YTD | -22.8% | -25.4% | +2.7% | -18.4% |
| 1Y | -28.8% | -21.6% | -7.2% | -26.0% |
| 3Y | -4.0% | +52.9% | -56.8% | -18.0% |
| All | +5.0% | +45.9% | -40.9% | -11.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling