+167.6%
SYK vs SM
+23.2%
+144.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.5% | -2.0% |
| 7D | -12.3% | +2.1% | -14.5% | -12.5% |
| 30D | -22.4% | +18.1% | -40.6% | -23.6% |
| 3M | -12.3% | +17.0% | -29.3% | -13.8% |
| 6M | -24.3% | +55.4% | -79.7% | -27.6% |
| YTD | -22.8% | +108.6% | -131.3% | -28.1% |
| 1Y | -28.8% | +45.7% | -74.4% | -31.8% |
| 3Y | -4.0% | -0.3% | -3.6% | -6.9% |
| 5Y | +3.8% | +113.0% | -109.2% | -7.9% |
| All | +167.6% | +23.2% | +144.3% | +85.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling