-5.3%
SYK vs SITM
+27.0%
-32.3%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -12.0% | +10.6% | -1.9% |
| 7D | +7.5% | -27.3% | +34.7% | +6.0% |
| 30D | +20.4% | -50.1% | +70.5% | +17.1% |
| 3M | -0.3% | -34.6% | +34.4% | -1.9% |
| 6M | +14.2% | -40.5% | +54.7% | +10.4% |
| YTD | -3.8% | +0.5% | -4.4% | -9.5% |
| 1Y | -5.3% | +27.2% | -32.5% | -10.2% |
| All | -5.3% | +27.0% | -32.3% | -10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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