+12.1%
SYK vs SW
+9.6%
+2.6%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.8% | -2.5% |
| 7D | +11.7% | +2.3% | +9.3% | +11.2% |
| 30D | +18.3% | +6.8% | +11.5% | +16.6% |
| 3M | -3.1% | -5.2% | +2.1% | -2.2% |
| 6M | +12.1% | +7.4% | +4.7% | +13.1% |
| All | +12.1% | +9.6% | +2.6% | +13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 6mo: compounded portfolio wealth divided by compounded SW 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…
6mo analysis · Full analysis span regression · 6 months rolling