+1,164.9%
VST vs SYK
+213.4%
+951.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.7% |
| 7D | +6.6% | -5.0% | +11.6% | +8.9% |
| 30D | -12.4% | +9.9% | -22.3% | -17.5% |
| 3M | -9.0% | -8.9% | -0.1% | -7.1% |
| 6M | -6.4% | +3.1% | -9.5% | -11.5% |
| YTD | -17.2% | -11.1% | -6.0% | -16.0% |
| 1Y | -22.0% | -16.2% | -5.9% | -18.7% |
| 3Y | +296.7% | +13.2% | +283.5% | +252.6% |
| 5Y | +637.6% | +23.5% | +614.1% | +505.0% |
| All | +1,164.9% | +213.4% | +951.4% | +696.9% |
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