+1,096.1%
XLY vs SYK
+2,768.4%
-1,672.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.5% | +0.3% |
| 7D | -3.9% | -12.3% | +8.5% | +1.0% |
| 30D | -6.1% | -22.4% | +16.3% | +3.4% |
| 3M | -1.2% | -12.3% | +11.2% | +2.9% |
| 6M | -1.8% | -24.3% | +22.5% | +7.8% |
| YTD | -5.9% | -22.8% | +16.9% | +2.3% |
| 1Y | -3.1% | -28.8% | +25.7% | +8.5% |
| 3Y | +36.0% | -4.0% | +40.0% | +34.2% |
| 5Y | +27.6% | +3.8% | +23.7% | +21.0% |
| 10Y | +216.8% | +172.8% | +44.0% | +104.2% |
| All | +1,096.1% | +2,768.4% | -1,672.3% | +319.1% |
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 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