+49.9%
XLE vs SYK
-4.2%
+54.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +9.4% | -14.1% | -3.5% |
| 7D | -7.2% | +11.7% | -18.9% | -5.7% |
| 30D | +0.1% | +19.1% | -19.0% | +2.2% |
| 3M | +9.2% | +1.4% | +7.8% | +10.5% |
| 6M | +8.4% | +17.4% | -9.1% | +11.3% |
| YTD | +44.9% | -2.5% | +47.4% | +45.5% |
| 1Y | +49.9% | -5.3% | +55.2% | +50.7% |
| All | +49.9% | -4.2% | +54.0% | +50.7% |
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