+4,789.7%
SITM vs VYM
+119.2%
+4,670.5%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.7% | +4.9% | +4.4% |
| 7D | +3.9% | -0.8% | +4.6% | +5.3% |
| 30D | -6.6% | -2.2% | -4.3% | -2.8% |
| 3M | -11.9% | +3.1% | -14.9% | -16.5% |
| 6M | +81.1% | +9.7% | +71.4% | +55.7% |
| YTD | +80.0% | +14.9% | +65.1% | +43.3% |
| 1Y | +145.8% | +17.6% | +128.3% | +90.1% |
| 3Y | +475.9% | +65.3% | +410.6% | +175.9% |
| 5Y | +189.2% | +78.7% | +110.5% | +34.8% |
| All | +4,789.7% | +119.2% | +4,670.5% | +1,982.5% |
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