+1,455.3%
XLK vs SYK
+2,768.4%
-1,313.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.5% | -0.7% |
| 7D | -0.4% | -12.3% | +11.9% | +4.5% |
| 30D | -0.5% | -22.4% | +22.0% | +9.2% |
| 3M | +5.0% | -12.3% | +17.3% | +8.6% |
| 6M | +32.9% | -24.3% | +57.2% | +44.6% |
| YTD | +29.0% | -22.8% | +51.7% | +38.9% |
| 1Y | +37.8% | -28.8% | +66.6% | +52.9% |
| 3Y | +118.7% | -4.0% | +122.7% | +113.5% |
| 5Y | +145.6% | +3.8% | +141.7% | +130.7% |
| 10Y | +791.5% | +172.8% | +618.7% | +479.9% |
| All | +1,455.3% | +2,768.4% | -1,313.1% | +463.7% |
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