-5.3%
SYK vs SU
+88.1%
-93.4%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -4.5% | +13.9% | +8.4% |
| 7D | +11.7% | -7.1% | +18.8% | +10.3% |
| 30D | +19.1% | +4.8% | +14.3% | +19.3% |
| 3M | +1.4% | +12.5% | -11.1% | +2.4% |
| 6M | +17.4% | +6.5% | +11.0% | +17.8% |
| YTD | -2.5% | +65.8% | -68.3% | +0.8% |
| 1Y | -5.3% | +86.2% | -91.4% | +0.5% |
| All | -5.3% | +88.1% | -93.4% | +0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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