-5.1%
SAP vs VYM
+18.4%
-23.5%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | +0.6% | +3.7% | -3.0% | -1.0% |
| 30D | +6.5% | +3.7% | +2.9% | +4.5% |
| 3M | +12.2% | -0.7% | +13.0% | +12.3% |
| 6M | +46.1% | +7.2% | +38.9% | +41.5% |
| YTD | -1.6% | +16.9% | -18.6% | -9.8% |
| 1Y | -5.1% | +19.6% | -24.7% | -14.9% |
| All | -5.1% | +18.4% | -23.5% | -14.9% |
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