+7.8%
SYK vs SMR
+1.6%
+6.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.6% | +3.6% | -1.9% |
| 7D | -12.3% | +4.7% | -17.0% | -12.4% |
| 30D | -22.4% | +3.2% | -25.7% | -22.5% |
| 3M | -12.3% | +9.9% | -22.2% | -12.6% |
| 6M | -24.3% | -15.1% | -9.2% | -24.4% |
| YTD | -22.8% | -27.9% | +5.2% | -22.8% |
| 1Y | -28.8% | -70.2% | +41.5% | -27.6% |
| 3Y | -4.0% | +72.5% | -76.4% | -12.2% |
| All | +7.8% | +1.6% | +6.2% | -1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 SMR 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