+57.4%
XLE vs SYK
-4.6%
+62.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | -0.4% |
| 7D | +0.5% | -12.3% | +12.8% | +1.6% |
| 30D | +6.6% | -22.4% | +29.0% | +9.0% |
| 3M | +12.3% | -12.3% | +24.6% | +13.0% |
| 6M | +18.4% | -24.3% | +42.7% | +21.6% |
| YTD | +47.2% | -22.8% | +70.0% | +50.4% |
| 1Y | +50.3% | -28.8% | +79.0% | +56.0% |
| All | +57.4% | -4.6% | +62.0% | +55.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling