+598.6%
SYK vs VWO
+317.6%
+281.0%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.4% | -1.2% |
| 7D | -12.3% | -1.7% | -10.6% | -11.6% |
| 30D | -22.4% | -0.3% | -22.1% | -22.3% |
| 3M | -12.3% | +4.0% | -16.3% | -14.3% |
| 6M | -24.3% | +8.1% | -32.4% | -27.7% |
| YTD | -22.8% | +11.6% | -34.4% | -27.5% |
| 1Y | -28.8% | +16.2% | -45.0% | -34.5% |
| 3Y | -4.0% | +63.3% | -67.2% | -25.8% |
| 5Y | +3.8% | +33.4% | -29.5% | -11.8% |
| 10Y | +172.8% | +113.3% | +59.5% | +85.6% |
| All | +598.6% | +317.6% | +281.0% | +223.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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