-73.1%
SMR vs VYM
+21.4%
-94.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | +1.0% |
| 7D | +4.4% | 0.0% | +4.4% | +4.5% |
| 30D | +3.4% | -0.5% | +4.0% | +5.6% |
| 3M | -19.2% | +3.0% | -22.2% | -28.0% |
| 6M | -22.6% | +8.2% | -30.9% | -41.9% |
| YTD | -31.5% | +15.8% | -47.4% | -59.5% |
| 1Y | -73.1% | +20.8% | -93.9% | -85.1% |
| All | -73.1% | +21.4% | -94.5% | -85.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling