+2,829.4%
SYK vs XLB
+804.1%
+2,025.2%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | +0.2% |
| 7D | -11.8% | -2.9% | -8.8% | -10.3% |
| 30D | -20.4% | -3.4% | -17.0% | -18.8% |
| 3M | -12.1% | +1.6% | -13.7% | -12.9% |
| 6M | -24.3% | +3.6% | -28.0% | -26.0% |
| YTD | -21.2% | +14.2% | -35.5% | -27.3% |
| 1Y | -29.2% | +15.6% | -44.8% | -35.0% |
| 3Y | -2.1% | +33.1% | -35.2% | -17.5% |
| 5Y | +4.7% | +35.1% | -30.3% | -12.3% |
| 10Y | +178.2% | +164.5% | +13.7% | +65.0% |
| All | +2,829.4% | +804.1% | +2,025.2% | +820.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling