+173.1%
SYK vs VIVK
-100.0%
+273.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -7.4% | +9.4% | +2.1% |
| 7D | -9.1% | -4.4% | -4.7% | -9.1% |
| 30D | -20.6% | -40.8% | +20.2% | -20.4% |
| 3M | -9.6% | -94.1% | +84.5% | -8.3% |
| 6M | -19.9% | -98.2% | +78.3% | -18.5% |
| YTD | -21.2% | -98.0% | +76.8% | -20.1% |
| 1Y | -28.4% | -100.0% | +71.6% | -26.2% |
| 3Y | -5.3% | -100.0% | +94.7% | -2.7% |
| 5Y | +6.0% | -100.0% | +106.0% | +8.9% |
| All | +173.1% | -100.0% | +273.1% | +178.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 VIVK 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