+21.0%
SYPR vs VT
+217.6%
-196.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -2.9% |
| 7D | -9.7% | -0.1% | -9.6% | -9.7% |
| 30D | -41.3% | -3.1% | -38.2% | -40.1% |
| 3M | -40.7% | -3.5% | -37.2% | -39.3% |
| 6M | -63.2% | +0.5% | -63.7% | -63.1% |
| YTD | -50.4% | +10.8% | -61.2% | -52.9% |
| 1Y | -43.5% | +11.9% | -55.4% | -46.6% |
| 3Y | -35.3% | +73.0% | -108.3% | -52.3% |
| 5Y | -63.1% | +58.6% | -121.7% | -71.7% |
| 10Y | +21.0% | +219.2% | -198.2% | -31.1% |
| All | +21.0% | +217.6% | -196.6% | -31.1% |
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