+167.6%
SYK vs VFC
-70.4%
+237.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -1.6% |
| 7D | -12.3% | -3.3% | -9.0% | -11.7% |
| 30D | -22.4% | -14.0% | -8.4% | -19.8% |
| 3M | -12.3% | -22.6% | +10.2% | -7.9% |
| 6M | -24.3% | -24.7% | +0.4% | -20.5% |
| YTD | -22.8% | -29.0% | +6.2% | -18.2% |
| 1Y | -28.8% | -13.8% | -15.0% | -28.6% |
| 3Y | -4.0% | -28.2% | +24.3% | -10.9% |
| 5Y | +3.8% | -79.0% | +82.8% | +52.8% |
| All | +167.6% | -70.4% | +237.9% | +257.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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