+56.2%
SAP vs VYM
+76.9%
-20.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.6% |
| 7D | -0.3% | -1.0% | +0.7% | +0.6% |
| 30D | +0.3% | -2.0% | +2.3% | +2.2% |
| 3M | +16.9% | +3.1% | +13.8% | +13.8% |
| 6M | +6.3% | +8.9% | -2.6% | -1.8% |
| YTD | -12.4% | +14.7% | -27.1% | -23.2% |
| 1Y | -21.6% | +19.4% | -41.0% | -33.9% |
| 3Y | +54.8% | +65.4% | -10.6% | -6.1% |
| 5Y | +56.2% | +77.6% | -21.4% | -11.9% |
| All | +56.2% | +76.9% | -20.8% | -11.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling