+48.3%
XLE vs SYK
-21.3%
+69.6%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -1.0% |
| 7D | +2.2% | -8.3% | +10.5% | +1.7% |
| 30D | +11.8% | -10.1% | +21.8% | +11.2% |
| 3M | +9.8% | +0.9% | +8.9% | +10.1% |
| 6M | +15.6% | -20.2% | +35.8% | +13.7% |
| YTD | +45.3% | -13.3% | +58.5% | +43.6% |
| 1Y | +48.3% | -22.3% | +70.7% | +43.1% |
| All | +48.3% | -21.3% | +69.6% | +43.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SYK.
Daily Out/Under-Performance
Portfolio return minus SYK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYK 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 SYK 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