+176.9%
XLE vs SYK
+173.6%
+3.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | +0.3% |
| 7D | +0.5% | -12.3% | +12.8% | +6.1% |
| 30D | +6.6% | -22.4% | +29.0% | +18.5% |
| 3M | +12.3% | -12.3% | +24.6% | +17.0% |
| 6M | +18.4% | -24.3% | +42.7% | +31.1% |
| YTD | +47.2% | -22.8% | +70.0% | +60.7% |
| 1Y | +50.3% | -28.8% | +79.0% | +70.1% |
| 3Y | +55.3% | -4.0% | +59.3% | +46.9% |
| 5Y | +226.0% | +3.8% | +222.1% | +184.1% |
| All | +176.9% | +173.6% | +3.3% | +59.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling