+247.2%
SYLD vs SPY
+312.5%
-65.3%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.1% |
| 7D | -1.5% | -0.4% | -1.2% | -1.2% |
| 30D | +0.4% | -1.4% | +1.8% | +1.8% |
| 3M | +8.1% | +3.7% | +4.4% | +3.8% |
| 6M | +15.5% | +13.0% | +2.5% | +1.2% |
| YTD | +24.1% | +12.4% | +11.7% | +9.2% |
| 1Y | +25.4% | +18.5% | +6.9% | +4.2% |
| 3Y | +44.6% | +77.6% | -33.0% | -22.5% |
| 5Y | +56.4% | +81.7% | -25.3% | -18.5% |
| 10Y | +247.2% | +319.7% | -72.4% | -26.2% |
| All | +247.2% | +312.5% | -65.3% | -26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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