+307.3%
SYLD vs SPY
+481.4%
-174.1%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.4% |
| 7D | 0.0% | +3.3% | -3.3% | -3.3% |
| 30D | +3.5% | -2.7% | +6.2% | +6.1% |
| 3M | +1.0% | -1.7% | +2.8% | +2.5% |
| 6M | +11.0% | +3.1% | +7.9% | +6.9% |
| YTD | +25.2% | +11.9% | +13.3% | +10.4% |
| 1Y | +27.6% | +12.0% | +15.7% | +12.4% |
| 3Y | +51.6% | +78.2% | -26.5% | -18.7% |
| 5Y | +43.3% | +73.2% | -30.0% | -21.0% |
| 10Y | +230.5% | +309.6% | -79.1% | -24.9% |
| All | +307.3% | +481.4% | -174.1% | -35.4% |
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