+102.4%
XLP vs SYK
+173.6%
-71.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | +0.6% |
| 7D | -2.5% | -12.3% | +9.8% | +1.1% |
| 30D | -1.9% | -22.4% | +20.6% | +5.4% |
| 3M | -2.1% | -12.3% | +10.2% | +1.1% |
| 6M | -1.8% | -24.3% | +22.5% | +5.5% |
| YTD | +8.3% | -22.8% | +31.1% | +15.6% |
| 1Y | +6.8% | -28.8% | +35.6% | +16.6% |
| 3Y | +25.7% | -4.0% | +29.7% | +24.0% |
| 5Y | +31.9% | +3.8% | +28.1% | +24.5% |
| All | +102.4% | +173.6% | -71.1% | +43.1% |
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