+10.0%
SYK vs SMR
-14.3%
+24.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -15.7% | +17.7% | +2.3% |
| 7D | -9.1% | -11.2% | +2.1% | -9.0% |
| 30D | -20.6% | -10.2% | -10.4% | -20.6% |
| 3M | -9.6% | -10.0% | +0.4% | -9.7% |
| 6M | -19.9% | -30.5% | +10.6% | -19.8% |
| YTD | -21.2% | -39.2% | +18.1% | -21.0% |
| 1Y | -28.4% | -75.5% | +47.1% | -27.0% |
| 3Y | -5.3% | +45.4% | -50.8% | -13.2% |
| All | +10.0% | -14.3% | +24.3% | +1.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling