-22.3%
SYK vs SM
+36.8%
-59.1%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.1% | +1.5% | -1.7% |
| 7D | -8.3% | -0.5% | -7.8% | -8.3% |
| 30D | -10.1% | +25.6% | -35.6% | -9.6% |
| 3M | +0.9% | +8.0% | -7.1% | +1.0% |
| 6M | -20.2% | +50.8% | -71.0% | -19.7% |
| YTD | -13.3% | +97.9% | -111.2% | -13.2% |
| 1Y | -22.3% | +33.8% | -56.2% | -23.3% |
| All | -22.3% | +36.8% | -59.1% | -23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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