+19.9%
SM vs VYM
+209.2%
-189.3%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -1.6% |
| 7D | +4.6% | -0.8% | +5.4% | +6.2% |
| 30D | +18.2% | -2.2% | +20.5% | +23.5% |
| 3M | +22.5% | +3.1% | +19.5% | +13.8% |
| 6M | +50.6% | +9.7% | +40.8% | +19.7% |
| YTD | +108.1% | +14.9% | +93.2% | +50.0% |
| 1Y | +46.0% | +17.6% | +28.4% | +0.1% |
| 3Y | +2.9% | +65.3% | -62.4% | -65.4% |
| 5Y | +112.6% | +78.7% | +33.9% | -37.8% |
| All | +19.9% | +209.2% | -189.3% | -80.7% |
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