+41.9%
SLB vs VYM
+492.8%
-450.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.7% |
| 7D | +0.8% | 0.0% | +0.8% | +0.9% |
| 30D | +15.8% | -0.5% | +16.4% | +16.6% |
| 3M | -0.3% | +3.0% | -3.4% | -4.4% |
| 6M | +21.3% | +8.2% | +13.1% | +8.9% |
| YTD | +52.3% | +15.8% | +36.5% | +24.7% |
| 1Y | +63.6% | +20.8% | +42.8% | +26.4% |
| 3Y | +3.8% | +65.3% | -61.5% | -47.5% |
| 5Y | +128.6% | +76.6% | +52.1% | +7.2% |
| 10Y | -3.1% | +203.9% | -207.0% | -75.7% |
| All | +41.9% | +492.8% | -450.9% | -85.2% |
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