+42.0%
SYK vs SITM
+4,532.8%
-4,490.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.1% | -4.1% | -2.1% |
| 7D | -12.3% | +4.8% | -17.2% | -12.7% |
| 30D | -22.4% | -9.7% | -12.7% | -21.9% |
| 3M | -12.3% | -9.3% | -3.0% | -12.7% |
| 6M | -24.3% | +69.5% | -93.8% | -30.0% |
| YTD | -22.8% | +70.5% | -93.3% | -29.0% |
| 1Y | -28.8% | +145.3% | -174.0% | -37.6% |
| 3Y | -4.0% | +432.8% | -436.8% | -27.2% |
| 5Y | +3.8% | +174.0% | -170.2% | -20.6% |
| All | +42.0% | +4,532.8% | -4,490.8% | -22.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling