+5.0%
SYK vs VSXY
+19.0%
-14.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.1% | +1.1% | -1.7% |
| 7D | -12.3% | -0.3% | -12.0% | -12.4% |
| 30D | -22.4% | -22.1% | -0.4% | -20.8% |
| 3M | -12.3% | -1.1% | -11.2% | -12.5% |
| 6M | -24.3% | +53.8% | -78.1% | -28.5% |
| YTD | -22.8% | +35.5% | -58.2% | -26.4% |
| 1Y | -28.8% | +186.0% | -214.8% | -38.0% |
| 3Y | -4.0% | +343.2% | -347.2% | -26.5% |
| All | +5.0% | +19.0% | -14.0% | -1.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling