-7.2%
SYK vs SN
+349.8%
-357.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.0% | +2.0% | -1.4% |
| 7D | -12.3% | -7.2% | -5.1% | -11.4% |
| 30D | -22.4% | -13.4% | -9.1% | -21.0% |
| 3M | -12.3% | +26.8% | -39.1% | -15.4% |
| 6M | -24.3% | +44.6% | -68.9% | -28.5% |
| YTD | -22.8% | +45.3% | -68.1% | -27.3% |
| 1Y | -28.8% | +40.1% | -68.9% | -32.7% |
| All | -7.2% | +349.8% | -357.1% | -17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 3y: compounded portfolio wealth divided by compounded SN 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…
3y analysis · Full analysis span regression · 6 months rolling