+462.6%
SAP vs VYM
+490.3%
-27.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.3% |
| 7D | -0.3% | +0.1% | -0.4% | -0.4% |
| 30D | +2.6% | -1.3% | +3.9% | +3.8% |
| 3M | +16.3% | +4.1% | +12.2% | +12.1% |
| 6M | +6.4% | +9.8% | -3.4% | -2.6% |
| YTD | -11.4% | +15.3% | -26.7% | -22.7% |
| 1Y | -20.4% | +20.0% | -40.4% | -33.1% |
| 3Y | +56.5% | +66.2% | -9.7% | -3.4% |
| 5Y | +56.8% | +77.5% | -20.7% | -8.7% |
| 10Y | +176.2% | +201.7% | -25.5% | -3.5% |
| All | +462.6% | +490.3% | -27.6% | +6.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling