+524.9%
SAP vs VYM
+498.6%
+26.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.5% |
| 7D | +0.6% | +3.7% | -3.0% | -2.7% |
| 30D | +6.5% | +3.7% | +2.9% | +2.9% |
| 3M | +12.2% | -0.7% | +13.0% | +12.8% |
| 6M | +46.1% | +7.2% | +38.9% | +36.7% |
| YTD | -1.6% | +16.9% | -18.6% | -15.4% |
| 1Y | -5.1% | +19.6% | -24.7% | -20.1% |
| 3Y | +68.4% | +74.6% | -6.2% | -0.8% |
| 5Y | +79.4% | +72.3% | +7.1% | +7.2% |
| 10Y | +230.5% | +206.5% | +24.0% | +13.6% |
| All | +524.9% | +498.6% | +26.3% | +16.6% |
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