+103.3%
SM vs VYM
+77.5%
+25.8%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -1.4% |
| 7D | +4.6% | -0.8% | +5.4% | +6.0% |
| 30D | +18.2% | -2.2% | +20.5% | +22.7% |
| 3M | +22.5% | +3.1% | +19.5% | +15.1% |
| 6M | +50.6% | +9.7% | +40.8% | +23.8% |
| YTD | +108.1% | +14.9% | +93.2% | +56.8% |
| 1Y | +46.0% | +17.6% | +28.4% | +5.3% |
| 3Y | +2.9% | +65.3% | -62.4% | -59.9% |
| All | +103.3% | +77.5% | +25.8% | -29.6% |
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