-7.2%
SYK vs SU
+120.3%
-127.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.8% | -2.0% |
| 7D | -12.3% | +1.7% | -14.0% | -12.3% |
| 30D | -22.4% | +9.6% | -32.1% | -22.6% |
| 3M | -12.3% | +11.7% | -24.1% | -12.6% |
| 6M | -24.3% | +21.9% | -46.2% | -24.9% |
| YTD | -22.8% | +58.6% | -81.4% | -24.6% |
| 1Y | -28.8% | +66.5% | -95.3% | -30.7% |
| All | -7.2% | +120.3% | -127.5% | -11.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling