+211.9%
SFM vs VYM
+75.8%
+136.1%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -0.8% |
| 7D | -8.8% | -1.9% | -6.9% | -7.4% |
| 30D | -14.5% | -2.6% | -11.9% | -12.7% |
| 3M | -16.8% | +3.6% | -20.4% | -19.0% |
| 6M | -5.3% | +8.7% | -14.0% | -11.6% |
| YTD | -9.4% | +14.1% | -23.5% | -18.9% |
| 1Y | -46.2% | +17.8% | -64.0% | -53.1% |
| 3Y | +81.3% | +64.5% | +16.7% | +20.0% |
| 5Y | +211.9% | +77.5% | +134.4% | +103.4% |
| All | +211.9% | +75.8% | +136.1% | +103.4% |
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