-5.3%
SYK vs SO
+3.3%
-8.6%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -0.7% | +10.0% | +9.6% |
| 7D | +11.7% | +1.7% | +10.0% | +11.1% |
| 30D | +19.1% | +11.1% | +7.9% | +15.6% |
| 3M | +1.4% | +0.7% | +0.7% | +1.3% |
| 6M | +17.4% | -1.4% | +18.8% | +18.0% |
| YTD | -2.5% | +9.4% | -12.0% | -2.9% |
| 1Y | -5.3% | +3.7% | -9.0% | -4.5% |
| All | -5.3% | +3.3% | -8.6% | -4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 1y: compounded portfolio wealth divided by compounded SO 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…
1y analysis · Full analysis span regression · 6 months rolling