+7.5%
SMR vs VYM
+69.2%
-61.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.8% | -2.3% |
| 7D | +13.1% | -1.0% | +14.0% | +15.3% |
| 30D | +17.8% | -2.0% | +19.8% | +22.8% |
| 3M | +8.1% | +3.1% | +5.0% | +1.6% |
| 6M | -11.1% | +8.9% | -20.0% | -23.9% |
| YTD | -23.7% | +14.7% | -38.4% | -40.2% |
| 1Y | -69.4% | +19.4% | -88.8% | -77.5% |
| 3Y | +82.6% | +65.4% | +17.2% | -12.9% |
| All | +7.5% | +69.2% | -61.8% | -50.7% |
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