+656.7%
SYK vs XME
+231.2%
+425.5%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.7% | +1.8% | -1.0% |
| 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% | -13.5% |
| 6M | -24.3% | +0.7% | -25.0% | -25.6% |
| YTD | -22.8% | +10.9% | -33.7% | -26.6% |
| 1Y | -28.8% | +35.7% | -64.5% | -36.6% |
| 3Y | -4.0% | +127.1% | -131.1% | -27.7% |
| 5Y | +3.8% | +168.5% | -164.6% | -26.9% |
| 10Y | +172.8% | +416.9% | -244.1% | +51.3% |
| All | +656.7% | +231.2% | +425.5% | +300.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling