+289.1%
SN vs VYM
+60.5%
+228.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -2.3% |
| 7D | -7.3% | -0.8% | -6.5% | -5.9% |
| 30D | -13.6% | -2.2% | -11.4% | -9.9% |
| 3M | +18.6% | +3.1% | +15.5% | +12.3% |
| 6M | +46.0% | +9.7% | +36.3% | +24.3% |
| YTD | +43.7% | +14.9% | +28.8% | +12.8% |
| 1Y | +39.2% | +17.6% | +21.6% | +5.1% |
| 3Y | +306.5% | +65.3% | +241.2% | +85.5% |
| All | +289.1% | +60.5% | +228.6% | +89.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling