+27.5%
SLB vs VYM
+498.6%
-471.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.7% |
| 7D | +3.5% | +3.7% | -0.2% | -1.6% |
| 30D | +6.5% | +3.7% | +2.8% | +1.0% |
| 3M | -0.2% | -0.7% | +0.5% | +0.6% |
| 6M | -5.7% | +7.2% | -12.9% | -14.5% |
| YTD | +36.8% | +16.9% | +19.9% | +10.4% |
| 1Y | +45.8% | +19.6% | +26.2% | +14.1% |
| 3Y | +3.4% | +74.6% | -71.2% | -51.5% |
| 5Y | +76.1% | +72.3% | +3.8% | -14.9% |
| 10Y | -13.0% | +206.5% | -219.5% | -78.5% |
| All | +27.5% | +498.6% | -471.1% | -86.9% |
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 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