-24.3%
SYK vs XRT
+3.5%
-27.8%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.3% | +0.6% |
| 7D | -11.8% | -2.4% | -9.4% | -10.4% |
| 30D | -20.4% | -6.9% | -13.4% | -17.1% |
| 3M | -12.1% | -0.4% | -11.7% | -10.8% |
| 6M | -24.3% | +2.2% | -26.6% | -24.2% |
| All | -24.3% | +3.5% | -27.8% | -24.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling