-30.5%
SYK vs VG
-34.8%
+4.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.4% | -3.3% | -2.0% |
| 7D | -12.3% | +7.0% | -19.4% | -12.4% |
| 30D | -22.4% | +17.2% | -39.7% | -22.6% |
| 3M | -12.3% | +16.8% | -29.1% | -12.6% |
| 6M | -24.3% | +36.3% | -60.6% | -25.2% |
| YTD | -22.8% | +127.9% | -150.7% | -25.5% |
| 1Y | -28.8% | +11.7% | -40.5% | -29.0% |
| All | -30.5% | -34.8% | +4.3% | -34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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