+4,532.8%
SITM vs VYM
+117.7%
+4,415.1%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.6% | +3.0% |
| 7D | +4.8% | -1.9% | +6.7% | +8.2% |
| 30D | -9.7% | -2.6% | -7.1% | -5.5% |
| 3M | -9.3% | +3.6% | -12.9% | -14.8% |
| 6M | +69.5% | +8.7% | +60.8% | +48.0% |
| YTD | +70.5% | +14.1% | +56.4% | +37.3% |
| 1Y | +145.3% | +17.8% | +127.4% | +89.0% |
| 3Y | +432.8% | +64.5% | +368.3% | +157.3% |
| 5Y | +174.0% | +77.5% | +96.5% | +29.1% |
| All | +4,532.8% | +117.7% | +4,415.1% | +1,895.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling