+185.2%
SITM vs VYM
+77.5%
+107.7%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.7% | +4.9% | +3.9% |
| 7D | +3.9% | -0.8% | +4.6% | +5.9% |
| 30D | -6.6% | -2.2% | -4.3% | -1.3% |
| 3M | -11.9% | +3.1% | -14.9% | -18.5% |
| 6M | +81.1% | +9.7% | +71.4% | +45.7% |
| YTD | +80.0% | +14.9% | +65.1% | +29.7% |
| 1Y | +145.8% | +17.6% | +128.3% | +69.3% |
| 3Y | +475.9% | +65.3% | +410.6% | +90.5% |
| All | +185.2% | +77.5% | +107.7% | -5.5% |
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 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