-18.7%
SAP vs VYM
+18.4%
-37.1%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | -0.2% |
| 7D | -4.1% | -0.8% | -3.3% | -3.6% |
| 30D | +1.1% | -2.2% | +3.3% | +2.5% |
| 3M | +26.1% | +3.1% | +23.0% | +24.1% |
| 6M | +9.8% | +9.7% | +0.1% | +3.5% |
| YTD | -13.6% | +14.9% | -28.5% | -21.9% |
| 1Y | -18.7% | +17.6% | -36.3% | -27.9% |
| All | -18.7% | +18.4% | -37.1% | -27.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling