+311.2%
SYLD vs SPY
+489.9%
-178.7%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.4% |
| 7D | +0.8% | +0.1% | +0.7% | +0.7% |
| 30D | +2.7% | +0.1% | +2.7% | +2.7% |
| 3M | +10.6% | +2.0% | +8.6% | +8.0% |
| 6M | +14.8% | +13.0% | +1.8% | +0.6% |
| YTD | +26.4% | +13.5% | +12.9% | +10.2% |
| 1Y | +26.3% | +20.0% | +6.4% | +3.9% |
| 3Y | +44.4% | +77.2% | -32.8% | -21.8% |
| 5Y | +56.4% | +81.9% | -25.4% | -17.8% |
| 10Y | +247.2% | +314.1% | -66.9% | -21.8% |
| All | +311.2% | +489.9% | -178.7% | -35.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling