+171.3%
SAP vs VYM
+207.1%
-35.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.1% |
| 7D | -5.1% | -1.9% | -3.2% | -3.5% |
| 30D | -1.8% | -2.6% | +0.8% | +0.5% |
| 3M | +20.9% | +3.6% | +17.4% | +17.2% |
| 6M | +7.0% | +8.7% | -1.7% | -0.8% |
| YTD | -13.7% | +14.1% | -27.9% | -23.6% |
| 1Y | -19.6% | +17.8% | -37.4% | -30.8% |
| 3Y | +52.4% | +64.5% | -12.1% | -3.5% |
| 5Y | +54.4% | +77.5% | -23.1% | -8.3% |
| All | +171.3% | +207.1% | -35.8% | -0.9% |
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