+113.8%
SYY vs VYM
+209.2%
-95.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +0.4% |
| 7D | +3.9% | -0.8% | +4.7% | +4.8% |
| 30D | -1.7% | -2.2% | +0.5% | +0.7% |
| 3M | +5.2% | +3.1% | +2.1% | +1.6% |
| 6M | -0.2% | +9.7% | -9.9% | -10.2% |
| YTD | +15.4% | +14.9% | +0.5% | -1.4% |
| 1Y | +5.6% | +17.6% | -12.0% | -12.2% |
| 3Y | +28.9% | +65.3% | -36.4% | -28.8% |
| 5Y | +24.1% | +78.7% | -54.7% | -37.9% |
| All | +113.8% | +209.2% | -95.3% | -43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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