+167.6%
SYK vs VALE
+528.4%
-360.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -0.9% | -1.8% |
| 7D | -12.3% | -0.2% | -12.1% | -12.3% |
| 30D | -22.4% | +9.7% | -32.2% | -24.0% |
| 3M | -12.3% | +5.3% | -17.6% | -13.6% |
| 6M | -24.3% | +0.5% | -24.9% | -24.9% |
| YTD | -22.8% | +20.6% | -43.4% | -26.6% |
| 1Y | -28.8% | +57.6% | -86.4% | -36.1% |
| 3Y | -4.0% | +50.6% | -54.5% | -14.5% |
| 5Y | +3.8% | +41.8% | -38.0% | -9.7% |
| All | +167.6% | +528.4% | -360.8% | +67.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VALE.
Daily Out/Under-Performance
Portfolio return minus VALE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VALE 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 VALE 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