+687.5%
SYK vs VIG
+610.7%
+76.7%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.5% |
| 7D | -12.3% | -2.2% | -10.1% | -10.2% |
| 30D | -22.4% | -3.2% | -19.2% | -19.7% |
| 3M | -12.3% | +3.0% | -15.4% | -14.8% |
| 6M | -24.3% | +8.1% | -32.4% | -30.0% |
| YTD | -22.8% | +9.1% | -31.8% | -29.3% |
| 1Y | -28.8% | +12.6% | -41.3% | -36.9% |
| 3Y | -4.0% | +55.4% | -59.4% | -39.1% |
| 5Y | +3.8% | +62.8% | -58.9% | -36.6% |
| 10Y | +172.8% | +246.6% | -73.8% | -17.5% |
| All | +687.5% | +610.7% | +76.7% | +23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 all: compounded portfolio wealth divided by compounded VIG 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…
all analysis · Full analysis span regression · 6 months rolling