-29.8%
SYK vs XRT
-2.8%
-27.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.6% |
| 7D | -12.3% | -3.6% | -8.8% | -10.8% |
| 30D | -22.4% | -6.7% | -15.8% | -20.1% |
| 3M | -12.3% | -1.4% | -11.0% | -11.2% |
| 6M | -24.3% | +1.7% | -26.0% | -24.0% |
| YTD | -22.8% | -1.5% | -21.3% | -22.0% |
| All | -29.8% | -2.8% | -27.1% | -29.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling