+22.7%
XLP vs SYK
-14.2%
+36.9%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.3% | +1.6% |
| 7D | +2.5% | -5.0% | +7.5% | +3.5% |
| 30D | +7.3% | +9.9% | -2.6% | +5.2% |
| 3M | +8.1% | -8.9% | +17.0% | +9.7% |
| 6M | +10.5% | +3.1% | +7.4% | +9.6% |
| YTD | +21.2% | -11.1% | +32.3% | +22.4% |
| 1Y | +22.7% | -16.2% | +38.9% | +25.3% |
| All | +22.7% | -14.2% | +36.9% | +25.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling