+167.6%
SYK vs VIAV
+401.3%
-233.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.5% | +2.6% | -1.2% |
| 7D | -12.3% | +11.2% | -23.5% | -14.1% |
| 30D | -22.4% | -2.6% | -19.8% | -22.7% |
| 3M | -12.3% | -20.1% | +7.8% | -11.0% |
| 6M | -24.3% | +25.8% | -50.2% | -32.8% |
| YTD | -22.8% | +109.9% | -132.6% | -41.1% |
| 1Y | -28.8% | +214.3% | -243.1% | -52.4% |
| 3Y | -4.0% | +281.6% | -285.6% | -42.0% |
| 5Y | +3.8% | +132.6% | -128.7% | -27.1% |
| All | +167.6% | +401.3% | -233.8% | +58.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VIAV.
Daily Out/Under-Performance
Portfolio return minus VIAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIAV 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 VIAV 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