+3,511.4%
SYK vs SRE
+1,524.7%
+1,986.6%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.5% |
| 7D | -12.3% | -0.7% | -11.7% | -12.2% |
| 30D | -22.4% | -1.7% | -20.7% | -22.2% |
| 3M | -12.3% | -7.1% | -5.3% | -10.3% |
| 6M | -24.3% | -8.4% | -15.9% | -22.3% |
| YTD | -22.8% | -3.5% | -19.3% | -22.3% |
| 1Y | -28.8% | +5.4% | -34.2% | -30.7% |
| 3Y | -4.0% | +29.5% | -33.5% | -15.0% |
| 5Y | +3.8% | +48.3% | -44.5% | -12.9% |
| 10Y | +172.8% | +123.5% | +49.4% | +99.0% |
| All | +3,511.4% | +1,524.7% | +1,986.6% | +1,680.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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