-5.3%
SYK vs SPMO
+3.6%
-8.8%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -7.3% | +5.9% | -3.1% |
| 7D | +7.5% | -14.0% | +21.5% | +3.7% |
| 30D | +20.4% | -20.0% | +40.4% | +14.0% |
| 3M | -0.3% | -18.4% | +18.1% | -4.9% |
| 6M | +14.2% | -10.9% | +25.1% | +7.6% |
| YTD | -3.8% | +3.2% | -7.1% | -11.8% |
| 1Y | -5.3% | +3.1% | -8.4% | -13.2% |
| All | -5.3% | +3.6% | -8.8% | -13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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