+5.0%
SYK vs XME
+165.2%
-160.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.7% | +1.8% | -1.2% |
| 7D | -12.3% | -3.0% | -9.3% | -11.8% |
| 30D | -22.4% | -2.6% | -19.8% | -22.1% |
| 3M | -12.3% | +2.2% | -14.5% | -13.1% |
| 6M | -24.3% | +0.7% | -25.0% | -25.3% |
| YTD | -22.8% | +10.9% | -33.7% | -26.4% |
| 1Y | -28.8% | +35.7% | -64.5% | -36.7% |
| 3Y | -4.0% | +127.1% | -131.1% | -29.9% |
| All | +5.0% | +165.2% | -160.2% | -28.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling