-24.3%
SYK vs SMR
-16.1%
-8.2%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.6% | +3.6% | -2.3% |
| 7D | -12.3% | +4.7% | -17.0% | -11.9% |
| 30D | -22.4% | +3.2% | -25.7% | -22.1% |
| 3M | -12.3% | +9.9% | -22.2% | -11.3% |
| 6M | -24.3% | -15.1% | -9.2% | -23.9% |
| All | -24.3% | -16.1% | -8.2% | -23.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling