+167.6%
SYK vs XLB
+162.9%
+4.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.7% | -1.0% |
| 7D | -12.3% | -3.5% | -8.8% | -9.8% |
| 30D | -22.4% | -4.7% | -17.8% | -19.5% |
| 3M | -12.3% | +2.7% | -15.1% | -14.2% |
| 6M | -24.3% | +2.6% | -26.9% | -26.2% |
| YTD | -22.8% | +12.8% | -35.6% | -30.4% |
| 1Y | -28.8% | +14.0% | -42.7% | -36.4% |
| 3Y | -4.0% | +31.5% | -35.5% | -24.8% |
| 5Y | +3.8% | +33.4% | -29.6% | -20.2% |
| All | +167.6% | +162.9% | +4.7% | +19.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling