+7,283.4%
SYK vs SM
+1,680.5%
+5,602.9%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.4% |
| 7D | -11.8% | -0.2% | -11.6% | -11.8% |
| 30D | -20.4% | +20.3% | -40.7% | -21.8% |
| 3M | -12.1% | +22.9% | -35.0% | -14.1% |
| 6M | -24.3% | +47.8% | -72.2% | -27.7% |
| YTD | -21.2% | +107.5% | -128.7% | -27.3% |
| 1Y | -29.2% | +51.7% | -80.9% | -32.9% |
| 3Y | -2.1% | -0.9% | -1.2% | -5.4% |
| 5Y | +4.7% | +112.2% | -107.5% | -8.5% |
| 10Y | +178.2% | +20.3% | +157.9% | +102.9% |
| All | +7,283.4% | +1,680.5% | +5,602.9% | +3,705.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling