+1,084.6%
XLI vs SYK
+2,768.4%
-1,683.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.2% | 0.0% |
| 7D | -2.3% | -12.3% | +10.0% | +2.6% |
| 30D | -8.2% | -22.4% | +14.3% | +1.0% |
| 3M | +0.8% | -12.3% | +13.1% | +4.7% |
| 6M | +0.8% | -24.3% | +25.2% | +10.6% |
| YTD | +10.5% | -22.8% | +33.3% | +20.0% |
| 1Y | +14.1% | -28.8% | +42.9% | +27.6% |
| 3Y | +68.6% | -4.0% | +72.6% | +65.6% |
| 5Y | +80.4% | +3.8% | +76.5% | +68.9% |
| 10Y | +254.6% | +172.8% | +81.8% | +125.7% |
| All | +1,084.6% | +2,768.4% | -1,683.7% | +315.7% |
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