-14.4%
SMR vs VYM
+69.5%
-83.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +0.7% | -16.3% | -17.1% |
| 7D | -11.2% | -0.8% | -10.4% | -10.0% |
| 30D | -10.2% | -2.2% | -8.0% | -6.1% |
| 3M | -10.0% | +3.1% | -13.1% | -15.8% |
| 6M | -30.5% | +9.7% | -40.2% | -41.5% |
| YTD | -39.2% | +14.9% | -54.1% | -52.6% |
| 1Y | -75.5% | +17.6% | -93.1% | -81.5% |
| 3Y | +45.4% | +65.3% | -19.9% | -30.8% |
| All | -14.4% | +69.5% | -83.9% | -60.9% |
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