+248.4%
SYLD vs VT
+224.5%
+24.0%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +0.8% | +0.4% | +0.3% | +0.3% |
| 30D | +2.7% | +1.0% | +1.8% | +1.6% |
| 3M | +10.6% | +2.4% | +8.2% | +7.2% |
| 6M | +14.8% | +12.0% | +2.8% | +0.3% |
| YTD | +26.4% | +15.3% | +11.1% | +6.8% |
| 1Y | +26.3% | +22.6% | +3.8% | -0.5% |
| 3Y | +44.4% | +74.7% | -30.2% | -24.1% |
| 5Y | +56.4% | +66.1% | -9.7% | -12.7% |
| All | +248.4% | +224.5% | +24.0% | -3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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