+44.4%
SITM vs VYM
+21.8%
+22.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +1.2% | -10.6% | -11.8% |
| 7D | -19.5% | +1.2% | -20.7% | -21.6% |
| 30D | -43.2% | +5.2% | -48.4% | -49.7% |
| 3M | -30.8% | +0.5% | -31.4% | -31.6% |
| 6M | -28.6% | +7.7% | -36.3% | -40.8% |
| YTD | +14.2% | +17.2% | -3.0% | -23.6% |
| 1Y | +44.4% | +21.7% | +22.7% | -12.1% |
| All | +44.4% | +21.8% | +22.6% | -12.1% |
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