+16.9%
SM vs VYM
+484.2%
-467.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.1% | +1.4% |
| 7D | +2.1% | -1.9% | +4.0% | +5.5% |
| 30D | +18.1% | -2.6% | +20.7% | +23.3% |
| 3M | +17.0% | +3.6% | +13.4% | +9.0% |
| 6M | +55.4% | +8.7% | +46.7% | +31.0% |
| YTD | +108.6% | +14.1% | +94.4% | +61.6% |
| 1Y | +45.7% | +17.8% | +27.8% | +6.8% |
| 3Y | -0.3% | +64.5% | -64.9% | -57.7% |
| 5Y | +113.0% | +77.5% | +35.5% | -16.9% |
| 10Y | +21.0% | +206.1% | -185.2% | -71.8% |
| All | +16.9% | +484.2% | -467.2% | -89.2% |
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