-22.3%
SYK vs XLB
+17.4%
-39.8%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.2% | -1.4% |
| 7D | -8.3% | -1.4% | -6.9% | -7.8% |
| 30D | -10.1% | -0.4% | -9.7% | -9.9% |
| 3M | +0.9% | +2.0% | -1.1% | +0.1% |
| 6M | -20.2% | +1.8% | -22.0% | -20.8% |
| YTD | -13.3% | +16.6% | -29.9% | -20.1% |
| 1Y | -22.3% | +16.9% | -39.3% | -28.8% |
| All | -22.3% | +17.4% | -39.8% | -28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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