-5.3%
SYK vs VSXY
+210.1%
-215.4%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +8.4% | +1.0% | +9.0% |
| 7D | +11.7% | +14.2% | -2.5% | +11.2% |
| 30D | +19.1% | +21.9% | -2.8% | +18.4% |
| 3M | +1.4% | +22.1% | -20.7% | +0.8% |
| 6M | +17.4% | +116.7% | -99.2% | +15.2% |
| YTD | -2.5% | +101.1% | -103.7% | -4.0% |
| 1Y | -5.3% | +208.0% | -213.3% | -8.6% |
| All | -5.3% | +210.1% | -215.4% | -8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 1y: compounded portfolio wealth divided by compounded VSXY 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…
1y analysis · Full analysis span regression · 6 months rolling