+6.9%
XLF vs SYK
-28.8%
+35.7%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.6% | 0.0% |
| 7D | -2.9% | -12.3% | +9.4% | -1.0% |
| 30D | -1.6% | -22.4% | +20.8% | +2.1% |
| 3M | +9.3% | -12.3% | +21.6% | +10.8% |
| 6M | +14.6% | -24.3% | +38.9% | +19.6% |
| YTD | +4.7% | -22.8% | +27.5% | +8.7% |
| All | +6.9% | -28.8% | +35.7% | +12.8% |
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 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