+313.9%
SYY vs VYM
+484.2%
-170.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.4% |
| 7D | +1.5% | -1.9% | +3.4% | +3.2% |
| 30D | -2.3% | -2.6% | +0.3% | -0.1% |
| 3M | +5.5% | +3.6% | +1.9% | +2.2% |
| 6M | -1.0% | +8.7% | -9.6% | -8.0% |
| YTD | +14.1% | +14.1% | 0.0% | +1.6% |
| 1Y | +5.6% | +17.8% | -12.3% | -8.7% |
| 3Y | +27.9% | +64.5% | -36.6% | -17.9% |
| 5Y | +22.7% | +77.5% | -54.8% | -25.9% |
| 10Y | +113.9% | +206.1% | -92.2% | -12.1% |
| All | +313.9% | +484.2% | -170.2% | +9.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling