+1,216.9%
VST vs SYY
+115.2%
+1,101.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.3% | +4.8% | +4.0% |
| 7D | +8.9% | -2.3% | +11.2% | +9.8% |
| 30D | +6.2% | -4.9% | +11.1% | +8.1% |
| 3M | -2.7% | +8.4% | -11.1% | -6.0% |
| 6M | -8.4% | -7.4% | -1.0% | -6.6% |
| YTD | -7.2% | +11.0% | -18.2% | -11.7% |
| 1Y | -20.9% | -0.2% | -20.7% | -22.0% |
| 3Y | +384.0% | +23.8% | +360.2% | +326.4% |
| 5Y | +757.1% | +18.1% | +738.9% | +656.0% |
| All | +1,216.9% | +115.2% | +1,101.6% | +797.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 SYY 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