+411.2%
XLF vs SYK
+2,768.4%
-2,357.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.6% | +0.6% |
| 7D | -2.9% | -12.3% | +9.4% | +2.9% |
| 30D | -1.6% | -22.4% | +20.8% | +10.1% |
| 3M | +9.3% | -12.3% | +21.6% | +14.6% |
| 6M | +14.6% | -24.3% | +38.9% | +27.9% |
| YTD | +4.7% | -22.8% | +27.5% | +15.5% |
| 1Y | +8.6% | -28.8% | +37.4% | +24.2% |
| 3Y | +73.9% | -4.0% | +77.8% | +70.3% |
| 5Y | +65.0% | +3.8% | +61.2% | +52.7% |
| 10Y | +250.4% | +172.8% | +77.6% | +102.3% |
| All | +411.2% | +2,768.4% | -2,357.2% | +55.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling