+5.0%
SYK vs XLRE
+7.5%
-2.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.1% | -1.4% |
| 7D | -12.3% | -2.7% | -9.6% | -10.6% |
| 30D | -22.4% | -2.3% | -20.1% | -21.2% |
| 3M | -12.3% | -3.5% | -8.9% | -10.0% |
| 6M | -24.3% | +1.9% | -26.2% | -25.1% |
| YTD | -22.8% | +8.3% | -31.1% | -26.7% |
| 1Y | -28.8% | +6.4% | -35.2% | -31.6% |
| 3Y | -4.0% | +30.2% | -34.2% | -20.4% |
| All | +5.0% | +7.5% | -2.5% | +2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 5y: compounded portfolio wealth divided by compounded XLRE 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…
5y analysis · Full analysis span regression · 6 months rolling