+22,728.0%
SYK vs SO
+5,992.2%
+16,735.7%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.4% | -0.1% |
| 7D | -11.8% | 0.0% | -11.8% | -11.8% |
| 30D | -20.4% | -2.5% | -17.9% | -19.7% |
| 3M | -12.1% | -4.2% | -7.9% | -10.7% |
| 6M | -24.3% | -7.7% | -16.7% | -22.1% |
| YTD | -21.2% | +3.8% | -25.0% | -22.6% |
| 1Y | -29.2% | +0.1% | -29.2% | -29.5% |
| 3Y | -2.1% | +44.2% | -46.3% | -16.1% |
| 5Y | +4.7% | +57.9% | -53.1% | -13.9% |
| 10Y | +178.2% | +162.0% | +16.3% | +89.4% |
| All | +22,728.0% | +5,992.2% | +16,735.7% | +5,579.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling