+311.2%
SYLD vs VT
+296.6%
+14.6%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.7% |
| 3M | +10.6% | +2.4% | +8.2% | +7.3% |
| 6M | +14.8% | +12.0% | +2.8% | +0.8% |
| YTD | +26.4% | +15.3% | +11.1% | +7.4% |
| 1Y | +26.3% | +22.6% | +3.8% | +0.4% |
| 3Y | +44.4% | +74.7% | -30.2% | -22.1% |
| 5Y | +56.4% | +66.1% | -9.7% | -10.6% |
| 10Y | +247.2% | +225.0% | +22.1% | +1.3% |
| All | +311.2% | +296.6% | +14.6% | +0.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling