+633.7%
XLU vs SYK
+2,768.4%
-2,134.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | -0.5% |
| 7D | -1.2% | -12.3% | +11.1% | +2.1% |
| 30D | -2.5% | -22.4% | +19.9% | +3.8% |
| 3M | -2.7% | -12.3% | +9.6% | 0.0% |
| 6M | -7.5% | -24.3% | +16.9% | -1.4% |
| YTD | +0.9% | -22.8% | +23.7% | +6.8% |
| 1Y | +3.3% | -28.8% | +32.1% | +11.5% |
| 3Y | +47.3% | -4.0% | +51.3% | +45.7% |
| 5Y | +44.4% | +3.8% | +40.6% | +38.0% |
| 10Y | +140.8% | +172.8% | -32.0% | +78.6% |
| All | +633.7% | +2,768.4% | -2,134.7% | +283.6% |
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