-62.3%
SYPR vs VT
+356.1%
-418.4%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | 0.0% | +3.8% | +3.9% |
| 7D | -5.6% | -1.6% | -4.0% | -4.9% |
| 30D | -25.6% | -2.5% | -23.1% | -24.5% |
| 3M | -29.8% | -1.3% | -28.5% | -29.3% |
| 6M | -60.2% | +3.1% | -63.3% | -60.6% |
| YTD | -45.1% | +10.9% | -56.0% | -47.4% |
| 1Y | -35.0% | +12.1% | -47.0% | -38.0% |
| 3Y | -30.2% | +73.9% | -104.1% | -46.3% |
| 5Y | -67.7% | +58.0% | -125.7% | -74.0% |
| 10Y | +36.7% | +225.5% | -188.7% | -19.6% |
| All | -62.3% | +356.1% | -418.4% | -83.9% |
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 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