+27.3%
XLY vs SYK
+3.4%
+23.9%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.5% | +0.4% |
| 7D | -3.9% | -12.3% | +8.5% | +1.5% |
| 30D | -6.1% | -22.4% | +16.3% | +4.6% |
| 3M | -1.2% | -12.3% | +11.2% | +3.0% |
| 6M | -1.8% | -24.3% | +22.5% | +9.7% |
| YTD | -5.9% | -22.8% | +16.9% | +3.6% |
| 1Y | -3.1% | -28.8% | +25.7% | +11.0% |
| 3Y | +36.0% | -4.0% | +40.0% | +30.3% |
| All | +27.3% | +3.4% | +23.9% | +10.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling