+5.0%
SYK vs VYM
+76.3%
-71.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.4% | -1.4% |
| 7D | -12.3% | -1.9% | -10.5% | -10.7% |
| 30D | -22.4% | -2.6% | -19.9% | -20.4% |
| 3M | -12.3% | +3.6% | -15.9% | -15.2% |
| 6M | -24.3% | +8.7% | -33.0% | -30.2% |
| YTD | -22.8% | +14.1% | -36.9% | -32.2% |
| 1Y | -28.8% | +17.8% | -46.6% | -39.5% |
| 3Y | -4.0% | +64.5% | -68.5% | -42.9% |
| All | +5.0% | +76.3% | -71.3% | -41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 5y: compounded portfolio wealth divided by compounded VYM 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…
5y analysis · Full analysis span regression · 6 months rolling