-29.1%
SYK vs VG
-35.7%
+6.5%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.8% | -4.2% | -0.4% |
| 7D | -11.8% | +3.8% | -15.6% | -11.8% |
| 30D | -20.4% | +7.2% | -27.6% | -20.4% |
| 3M | -12.1% | +22.8% | -34.8% | -12.5% |
| 6M | -24.3% | +33.2% | -57.5% | -25.2% |
| YTD | -21.2% | +124.8% | -146.0% | -24.1% |
| 1Y | -29.2% | +15.8% | -45.0% | -29.6% |
| All | -29.1% | -35.7% | +6.5% | -33.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling