+43.0%
SN vs VYM
+21.4%
+21.6%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.3% |
| 7D | -9.3% | 0.0% | -9.3% | -9.3% |
| 30D | -4.8% | -0.5% | -4.2% | -3.7% |
| 3M | +40.4% | +3.0% | +37.4% | +32.5% |
| 6M | +50.9% | +8.2% | +42.7% | +27.1% |
| YTD | +54.9% | +15.8% | +39.1% | +17.3% |
| 1Y | +43.0% | +20.8% | +22.2% | +1.0% |
| All | +43.0% | +21.4% | +21.6% | +1.0% |
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