+89.8%
SFM vs VYM
+309.9%
-220.1%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.4% | -6.1% | -6.2% |
| 7D | -5.8% | +0.1% | -5.9% | -5.9% |
| 30D | -11.4% | -1.3% | -10.1% | -10.6% |
| 3M | -12.2% | +4.1% | -16.3% | -14.4% |
| 6M | -5.2% | +9.8% | -15.0% | -10.9% |
| YTD | -4.5% | +15.3% | -19.8% | -13.2% |
| 1Y | -45.4% | +20.0% | -65.4% | -51.6% |
| 3Y | +91.1% | +66.2% | +24.8% | +37.9% |
| 5Y | +226.8% | +77.5% | +149.3% | +127.2% |
| 10Y | +291.9% | +201.7% | +90.2% | +86.8% |
| All | +89.8% | +309.9% | -220.1% | -32.7% |
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 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