+43.2%
SYLD vs VT
+53.4%
-10.2%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.3% |
| 7D | -1.7% | -2.3% | +0.6% | +0.4% |
| 30D | +4.6% | -5.0% | +9.6% | +9.6% |
| 3M | +1.0% | -4.9% | +5.9% | +5.7% |
| 6M | +8.3% | -1.5% | +9.8% | +9.0% |
| YTD | +23.9% | +8.5% | +15.4% | +12.6% |
| 1Y | +28.6% | +11.4% | +17.2% | +13.6% |
| 3Y | +48.0% | +70.1% | -22.0% | -16.1% |
| All | +43.2% | +53.4% | -10.2% | -8.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling