-5.9%
SLB vs VYM
+207.1%
-213.0%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.0% |
| 7D | -2.4% | -1.9% | -0.6% | +0.4% |
| 30D | +4.9% | -2.6% | +7.5% | +9.1% |
| 3M | +1.4% | +3.6% | -2.2% | -3.9% |
| 6M | +17.6% | +8.7% | +9.0% | +3.8% |
| YTD | +48.3% | +14.1% | +34.2% | +21.9% |
| 1Y | +58.7% | +17.8% | +40.9% | +24.3% |
| 3Y | +0.6% | +64.5% | -64.0% | -52.1% |
| 5Y | +133.6% | +77.5% | +56.0% | -0.1% |
| All | -5.9% | +207.1% | -213.0% | -76.6% |
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