+139.3%
SLB vs VYM
+76.9%
+62.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.6% |
| 7D | -1.9% | -1.0% | -0.9% | -0.5% |
| 30D | +7.8% | -2.0% | +9.8% | +10.9% |
| 3M | +2.7% | +3.1% | -0.4% | -1.7% |
| 6M | +22.2% | +8.9% | +13.3% | +8.2% |
| YTD | +51.1% | +14.7% | +36.4% | +24.6% |
| 1Y | +63.3% | +19.4% | +43.9% | +27.3% |
| 3Y | +2.4% | +65.4% | -63.0% | -48.7% |
| 5Y | +139.3% | +77.6% | +61.8% | +5.9% |
| All | +139.3% | +76.9% | +62.4% | +5.9% |
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