+639.7%
SYK vs XHB
+161.2%
+478.5%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.6% | +0.5% | +1.4% |
| 7D | -9.1% | -4.6% | -4.5% | -7.3% |
| 30D | -20.6% | -9.1% | -11.5% | -17.5% |
| 3M | -9.6% | -8.6% | -1.0% | -6.5% |
| 6M | -19.9% | -4.0% | -15.9% | -19.1% |
| YTD | -21.2% | -3.9% | -17.2% | -20.8% |
| 1Y | -28.4% | -16.5% | -11.9% | -24.0% |
| 3Y | -5.3% | +22.6% | -27.9% | -16.3% |
| 5Y | +6.0% | +33.9% | -28.0% | -10.9% |
| 10Y | +178.4% | +213.0% | -34.6% | +65.1% |
| All | +639.7% | +161.2% | +478.5% | +275.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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