+24.6%
XLP vs SYK
-2.7%
+27.3%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | -2.9% | -11.8% | +8.9% | -0.3% |
| 30D | -2.2% | -20.4% | +18.1% | +2.7% |
| 3M | -0.6% | -12.1% | +11.5% | +1.9% |
| 6M | -2.2% | -24.3% | +22.2% | +3.5% |
| YTD | +8.3% | -21.2% | +29.5% | +13.4% |
| 1Y | +5.7% | -29.2% | +34.9% | +13.5% |
| All | +24.6% | -2.7% | +27.3% | +24.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling