+100.0%
SITM vs VYM
+17.2%
+82.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -0.7% | -11.4% | -10.3% |
| 7D | -8.8% | -1.5% | -7.3% | -5.0% |
| 30D | -21.6% | -2.9% | -18.7% | -15.5% |
| 3M | -23.5% | +1.5% | -25.0% | -26.6% |
| 6M | +71.2% | +10.3% | +60.9% | +29.6% |
| YTD | +58.1% | +14.1% | +44.0% | +9.2% |
| All | +100.0% | +17.2% | +82.9% | +28.3% |
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