+167.6%
SYK vs XME
+426.6%
-259.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.7% | +1.8% | -0.9% |
| 7D | -12.3% | -3.0% | -9.3% | -11.6% |
| 30D | -22.4% | -2.6% | -19.8% | -22.0% |
| 3M | -12.3% | +2.2% | -14.5% | -13.6% |
| 6M | -24.3% | +0.7% | -25.0% | -25.7% |
| YTD | -22.8% | +10.9% | -33.7% | -27.3% |
| 1Y | -28.8% | +35.7% | -64.5% | -38.1% |
| 3Y | -4.0% | +127.1% | -131.1% | -32.5% |
| 5Y | +3.8% | +168.5% | -164.6% | -33.4% |
| All | +167.6% | +426.6% | -259.0% | +20.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling