-7.2%
SYK vs XME
+124.3%
-131.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.7% | +1.8% | -1.7% |
| 7D | -12.3% | -3.0% | -9.3% | -12.1% |
| 30D | -22.4% | -2.6% | -19.8% | -22.3% |
| 3M | -12.3% | +2.2% | -14.5% | -12.5% |
| 6M | -24.3% | +0.7% | -25.0% | -24.7% |
| YTD | -22.8% | +10.9% | -33.7% | -25.0% |
| 1Y | -28.8% | +35.7% | -64.5% | -34.0% |
| All | -7.2% | +124.3% | -131.5% | -27.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling