-85.6%
SMR vs VYM
+21.8%
-107.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.2% | -5.7% | -8.7% |
| 7D | -9.5% | +1.2% | -10.7% | -13.2% |
| 30D | -33.2% | +5.2% | -38.4% | -44.7% |
| 3M | -45.9% | +0.5% | -46.5% | -47.1% |
| 6M | -57.9% | +7.7% | -65.6% | -68.7% |
| YTD | -63.8% | +17.2% | -81.0% | -80.6% |
| 1Y | -85.6% | +21.7% | -107.3% | -93.4% |
| All | -85.6% | +21.8% | -107.4% | -93.4% |
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