+776.9%
XLK vs SYK
+173.6%
+603.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.5% | -0.5% |
| 7D | -0.4% | -12.3% | +11.9% | +5.6% |
| 30D | -0.5% | -22.4% | +22.0% | +11.6% |
| 3M | +5.0% | -12.3% | +17.3% | +9.1% |
| 6M | +32.9% | -24.3% | +57.2% | +47.8% |
| YTD | +29.0% | -22.8% | +51.7% | +41.3% |
| 1Y | +37.8% | -28.8% | +66.6% | +57.2% |
| 3Y | +118.7% | -4.0% | +122.7% | +108.2% |
| 5Y | +145.6% | +3.8% | +141.7% | +119.3% |
| All | +776.9% | +173.6% | +603.3% | +385.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling