+1.4%
SLB vs VYM
+64.8%
-63.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.7% |
| 7D | -1.9% | -1.0% | -0.9% | -0.5% |
| 30D | +7.8% | -2.0% | +9.8% | +11.0% |
| 3M | +2.7% | +3.1% | -0.4% | -1.8% |
| 6M | +22.2% | +8.9% | +13.3% | +7.9% |
| YTD | +51.1% | +14.7% | +36.4% | +24.1% |
| 1Y | +63.3% | +19.4% | +43.9% | +26.7% |
| All | +1.4% | +64.8% | -63.4% | -44.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling