+514.3%
SYK vs VT
+374.2%
+140.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -8.3% | +0.4% | -8.8% | -8.7% |
| 30D | -10.1% | +1.0% | -11.0% | -10.8% |
| 3M | +0.9% | +2.4% | -1.5% | -1.5% |
| 6M | -20.2% | +12.0% | -32.2% | -27.7% |
| YTD | -13.3% | +15.3% | -28.6% | -23.5% |
| 1Y | -22.3% | +22.6% | -44.9% | -34.9% |
| 3Y | +9.7% | +74.7% | -64.9% | -31.3% |
| 5Y | +15.4% | +66.1% | -50.7% | -24.5% |
| 10Y | +192.9% | +225.0% | -32.1% | +18.4% |
| All | +514.3% | +374.2% | +140.1% | +71.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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