+5.0%
SYK vs SM
+108.8%
-103.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -23.5% |
| 3M | -12.3% | +17.0% | -29.3% | -13.7% |
| 6M | -24.3% | +55.4% | -79.7% | -27.6% |
| YTD | -22.8% | +108.6% | -131.3% | -28.3% |
| 1Y | -28.8% | +45.7% | -74.4% | -31.7% |
| 3Y | -4.0% | -0.3% | -3.6% | -7.4% |
| All | +5.0% | +108.8% | -103.8% | -7.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling