+22,282.0%
SYK vs XEL
+1,926.0%
+20,356.0%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -0.9% | -1.7% |
| 7D | -12.3% | -1.2% | -11.1% | -12.1% |
| 30D | -22.4% | -2.9% | -19.5% | -21.8% |
| 3M | -12.3% | -2.7% | -9.6% | -11.7% |
| 6M | -24.3% | -6.5% | -17.8% | -23.0% |
| YTD | -22.8% | +3.6% | -26.4% | -23.8% |
| 1Y | -28.8% | +7.5% | -36.3% | -30.6% |
| 3Y | -4.0% | +46.3% | -50.3% | -15.4% |
| 5Y | +3.8% | +30.5% | -26.7% | -5.6% |
| 10Y | +172.8% | +151.4% | +21.4% | +110.1% |
| All | +22,282.0% | +1,926.0% | +20,356.0% | +9,826.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 XEL 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