-35.0%
SFM vs VYM
+21.8%
-56.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.2% | +2.4% | +3.7% |
| 7D | -12.3% | +1.2% | -13.4% | -12.2% |
| 30D | -16.2% | +5.2% | -21.4% | -16.2% |
| 3M | -36.8% | +0.5% | -37.3% | -36.8% |
| 6M | -32.6% | +7.7% | -40.3% | -32.4% |
| YTD | -31.7% | +17.2% | -48.9% | -33.3% |
| 1Y | -35.0% | +21.7% | -56.7% | -37.7% |
| All | -35.0% | +21.8% | -56.8% | -37.7% |
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