+447.8%
SN vs VYM
+63.4%
+384.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.1% | +3.0% | +3.0% |
| 7D | +1.5% | +3.7% | -2.1% | -4.7% |
| 30D | +21.5% | +3.7% | +17.8% | +13.8% |
| 3M | +20.0% | -0.7% | +20.8% | +21.4% |
| 6M | +119.9% | +7.2% | +112.7% | +93.7% |
| YTD | +102.3% | +16.9% | +85.4% | +53.4% |
| 1Y | +148.0% | +19.6% | +128.4% | +80.9% |
| 3Y | +450.0% | +74.6% | +375.4% | +129.3% |
| All | +447.8% | +63.4% | +384.4% | +158.0% |
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 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