+167.6%
SYK vs XRT
+125.1%
+42.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.6% |
| 7D | -12.3% | -3.6% | -8.8% | -10.9% |
| 30D | -22.4% | -6.7% | -15.8% | -20.0% |
| 3M | -12.3% | -1.4% | -11.0% | -11.7% |
| 6M | -24.3% | +1.7% | -26.0% | -24.9% |
| YTD | -22.8% | -1.5% | -21.3% | -22.4% |
| 1Y | -28.8% | -2.5% | -26.3% | -28.3% |
| 3Y | -4.0% | +39.9% | -43.9% | -19.3% |
| 5Y | +3.8% | -2.6% | +6.5% | +0.3% |
| All | +167.6% | +125.1% | +42.5% | +44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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