+136.6%
XLU vs SYK
+173.6%
-37.0%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | -0.3% |
| 7D | -1.2% | -12.3% | +11.1% | +3.1% |
| 30D | -2.5% | -22.4% | +19.9% | +5.9% |
| 3M | -2.7% | -12.3% | +9.6% | +0.7% |
| 6M | -7.5% | -24.3% | +16.9% | +0.6% |
| YTD | +0.9% | -22.8% | +23.7% | +8.6% |
| 1Y | +3.3% | -28.8% | +32.1% | +14.2% |
| 3Y | +47.3% | -4.0% | +51.3% | +43.7% |
| 5Y | +44.4% | +3.8% | +40.6% | +33.4% |
| All | +136.6% | +173.6% | -37.0% | +47.9% |
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