+5.0%
SYK vs SPMO
+148.2%
-143.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.1% | -1.2% |
| 7D | -12.3% | +0.1% | -12.4% | -12.4% |
| 30D | -22.4% | -0.7% | -21.8% | -22.4% |
| 3M | -12.3% | +2.8% | -15.2% | -15.4% |
| 6M | -24.3% | +24.4% | -48.7% | -35.7% |
| YTD | -22.8% | +24.2% | -46.9% | -34.5% |
| 1Y | -28.8% | +24.5% | -53.3% | -39.9% |
| 3Y | -4.0% | +155.6% | -159.6% | -54.8% |
| All | +5.0% | +148.2% | -143.2% | -49.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling