+167.6%
SYK vs VSH
+179.3%
-11.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.0% | -1.7% |
| 7D | -12.3% | +3.1% | -15.4% | -12.9% |
| 30D | -22.4% | -5.7% | -16.7% | -21.6% |
| 3M | -12.3% | -42.5% | +30.1% | -3.1% |
| 6M | -24.3% | +82.7% | -107.0% | -41.6% |
| YTD | -22.8% | +118.2% | -141.0% | -44.0% |
| 1Y | -28.8% | +109.7% | -138.4% | -48.3% |
| 3Y | -4.0% | +35.3% | -39.3% | -23.8% |
| 5Y | +3.8% | +65.6% | -61.7% | -25.8% |
| All | +167.6% | +179.3% | -11.7% | +49.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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