+9.1%
XLF vs SYK
-21.3%
+30.4%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.5% |
| 7D | 0.0% | -8.3% | +8.3% | +1.3% |
| 30D | +0.2% | -10.1% | +10.2% | +1.8% |
| 3M | +11.7% | +0.9% | +10.8% | +10.7% |
| 6M | +13.8% | -20.2% | +34.0% | +18.3% |
| YTD | +7.0% | -13.3% | +20.3% | +9.2% |
| 1Y | +9.1% | -22.3% | +31.5% | +15.5% |
| All | +9.1% | -21.3% | +30.4% | +15.5% |
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