+668.6%
SYK vs VTV
+706.8%
-38.2%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.4% |
| 7D | -12.3% | -2.1% | -10.3% | -10.7% |
| 30D | -22.4% | -1.3% | -21.1% | -21.5% |
| 3M | -12.3% | +5.6% | -18.0% | -16.3% |
| 6M | -24.3% | +12.4% | -36.7% | -31.5% |
| YTD | -22.8% | +17.6% | -40.4% | -32.8% |
| 1Y | -28.8% | +23.5% | -52.3% | -40.6% |
| 3Y | -4.0% | +67.0% | -71.0% | -38.2% |
| 5Y | +3.8% | +80.5% | -76.7% | -36.7% |
| 10Y | +172.8% | +230.6% | -57.8% | +4.7% |
| All | +668.6% | +706.8% | -38.2% | +36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 VTV 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