+549.6%
SYK vs VYM
+484.2%
+65.5%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.4% | -1.5% |
| 7D | -12.3% | -1.9% | -10.5% | -10.8% |
| 30D | -22.4% | -2.6% | -19.9% | -20.6% |
| 3M | -12.3% | +3.6% | -15.9% | -15.0% |
| 6M | -24.3% | +8.7% | -33.0% | -29.7% |
| YTD | -22.8% | +14.1% | -36.9% | -31.5% |
| 1Y | -28.8% | +17.8% | -46.6% | -38.6% |
| 3Y | -4.0% | +64.5% | -68.5% | -38.9% |
| 5Y | +3.8% | +77.5% | -73.7% | -37.8% |
| 10Y | +172.8% | +206.1% | -33.3% | +5.0% |
| All | +549.6% | +484.2% | +65.5% | +56.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling