-29.8%
SYK vs SU
+67.6%
-97.4%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.8% | -2.0% |
| 7D | -12.3% | +1.7% | -14.0% | -12.2% |
| 30D | -22.4% | +9.6% | -32.1% | -21.7% |
| 3M | -12.3% | +11.7% | -24.1% | -11.8% |
| 6M | -24.3% | +21.9% | -46.2% | -22.9% |
| YTD | -22.8% | +58.6% | -81.4% | -21.4% |
| All | -29.8% | +67.6% | -97.4% | -28.8% |
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