+293.4%
SN vs VYM
+59.4%
+234.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.4% | -3.0% |
| 7D | -7.2% | -1.9% | -5.4% | -3.9% |
| 30D | -13.4% | -2.6% | -10.8% | -9.1% |
| 3M | +26.8% | +3.6% | +23.2% | +19.1% |
| 6M | +44.6% | +8.7% | +35.9% | +25.2% |
| YTD | +45.3% | +14.1% | +31.2% | +15.5% |
| 1Y | +40.1% | +17.8% | +22.3% | +5.4% |
| 3Y | +375.3% | +64.5% | +310.8% | +118.6% |
| All | +293.4% | +59.4% | +234.0% | +94.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling