+68.5%
XLI vs SYK
-4.6%
+73.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.2% | -0.2% |
| 7D | -2.3% | -12.3% | +10.0% | +0.7% |
| 30D | -8.2% | -22.4% | +14.3% | -2.4% |
| 3M | +0.8% | -12.3% | +13.1% | +2.8% |
| 6M | +0.8% | -24.3% | +25.2% | +8.0% |
| YTD | +10.5% | -22.8% | +33.3% | +17.2% |
| 1Y | +14.1% | -28.8% | +42.9% | +24.6% |
| All | +68.5% | -4.6% | +73.1% | +72.2% |
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