-24.7%
SHAK vs VYM
+77.5%
-102.2%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.7% | +2.5% | +2.1% |
| 7D | -8.3% | -0.8% | -7.5% | -7.0% |
| 30D | -12.6% | -2.2% | -10.4% | -9.3% |
| 3M | +9.1% | +3.1% | +6.1% | +4.2% |
| 6M | -31.2% | +9.7% | -41.0% | -40.1% |
| YTD | -21.6% | +14.9% | -36.5% | -36.1% |
| 1Y | -38.8% | +17.6% | -56.3% | -52.0% |
| 3Y | +0.6% | +65.3% | -64.7% | -51.5% |
| All | -24.7% | +77.5% | -102.2% | -65.8% |
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