+83.4%
SHAK vs VYM
+209.2%
-125.7%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.7% | +2.5% | +2.2% |
| 7D | -8.3% | -0.8% | -7.5% | -7.2% |
| 30D | -12.6% | -2.2% | -10.4% | -9.8% |
| 3M | +9.1% | +3.1% | +6.1% | +4.8% |
| 6M | -31.2% | +9.7% | -41.0% | -38.9% |
| YTD | -21.6% | +14.9% | -36.5% | -34.3% |
| 1Y | -38.8% | +17.6% | -56.3% | -50.3% |
| 3Y | +0.6% | +65.3% | -64.7% | -46.6% |
| 5Y | -22.5% | +78.7% | -101.2% | -62.0% |
| All | +83.4% | +209.2% | -125.7% | -53.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling