+911.8%
VLO vs SYK
+173.6%
+738.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.0% | +0.1% |
| 7D | +4.0% | -12.3% | +16.3% | +11.0% |
| 30D | +19.0% | -22.4% | +41.4% | +35.3% |
| 3M | +50.0% | -12.3% | +62.3% | +57.2% |
| 6M | +79.1% | -24.3% | +103.4% | +101.9% |
| YTD | +140.3% | -22.8% | +163.0% | +165.7% |
| 1Y | +148.3% | -28.8% | +177.1% | +187.1% |
| 3Y | +194.6% | -4.0% | +198.6% | +174.2% |
| 5Y | +609.6% | +3.8% | +605.7% | +491.7% |
| All | +911.8% | +173.6% | +738.2% | +420.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SYK.
Daily Out/Under-Performance
Portfolio return minus SYK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYK 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 10y: compounded portfolio wealth divided by compounded SYK 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…
10y analysis · Full analysis span regression · 6 months rolling