-1.6%
XLY vs SYK
-6.5%
+4.9%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.3% | -2.5% | -3.6% |
| 7D | +1.2% | +7.5% | -6.2% | +0.1% |
| 30D | +5.3% | +20.4% | -15.1% | +2.9% |
| 3M | -0.6% | -0.3% | -0.4% | -1.1% |
| 6M | +0.1% | +14.2% | -14.1% | -2.6% |
| YTD | -0.9% | -3.8% | +3.0% | -0.4% |
| 1Y | -1.6% | -5.3% | +3.7% | -0.7% |
| All | -1.6% | -6.5% | +4.9% | -0.7% |
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