+39.2%
SN vs VYM
+18.4%
+20.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -2.5% |
| 7D | -7.3% | -0.8% | -6.5% | -5.7% |
| 30D | -13.6% | -2.2% | -11.4% | -9.5% |
| 3M | +18.6% | +3.1% | +15.5% | +11.6% |
| 6M | +46.0% | +9.7% | +36.3% | +20.3% |
| YTD | +43.7% | +14.9% | +28.8% | +9.8% |
| 1Y | +39.2% | +17.6% | +21.6% | +1.0% |
| All | +39.2% | +18.4% | +20.7% | +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