+788.5%
XLK vs SYK
+179.2%
+609.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.1% | -0.7% | +0.4% |
| 7D | +0.2% | -9.1% | +9.3% | +4.5% |
| 30D | -0.6% | -20.6% | +20.0% | +10.2% |
| 3M | +2.6% | -9.6% | +12.2% | +5.0% |
| 6M | +34.0% | -19.9% | +53.8% | +44.9% |
| YTD | +30.7% | -21.2% | +51.8% | +41.8% |
| 1Y | +39.2% | -28.4% | +67.6% | +58.5% |
| 3Y | +120.4% | -5.3% | +125.8% | +112.1% |
| 5Y | +148.8% | +6.0% | +142.8% | +120.0% |
| All | +788.5% | +179.2% | +609.2% | +387.5% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling