-5.3%
SYK vs XME
+5.2%
-10.5%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -1.0% | +10.4% | +9.3% |
| 7D | +11.7% | -5.5% | +17.2% | +11.3% |
| 30D | +19.1% | -11.1% | +30.2% | +18.2% |
| 3M | +1.4% | -11.1% | +12.6% | +0.8% |
| 6M | +17.4% | -18.0% | +35.4% | +16.2% |
| YTD | -2.5% | -7.4% | +4.8% | -5.7% |
| 1Y | -5.3% | +6.7% | -12.0% | -8.8% |
| All | -5.3% | +5.2% | -10.5% | -8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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