+80.7%
SAP vs VYM
+71.9%
+8.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.5% |
| 7D | +0.6% | +3.7% | -3.0% | -2.6% |
| 30D | +6.5% | +3.7% | +2.9% | +3.0% |
| 3M | +12.2% | -0.7% | +13.0% | +12.8% |
| 6M | +46.1% | +7.2% | +38.9% | +36.9% |
| YTD | -1.6% | +16.9% | -18.6% | -15.3% |
| 1Y | -5.1% | +19.6% | -24.7% | -20.1% |
| 3Y | +68.4% | +74.6% | -6.2% | -3.3% |
| All | +80.7% | +71.9% | +8.8% | +4.8% |
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