+319.5%
SN vs VYM
+61.8%
+257.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.8% |
| 3M | +40.4% | +3.0% | +37.4% | +33.3% |
| 6M | +50.9% | +8.2% | +42.7% | +31.5% |
| YTD | +54.9% | +15.8% | +39.1% | +19.8% |
| 1Y | +43.0% | +20.8% | +22.2% | +2.7% |
| 3Y | +391.8% | +65.3% | +326.6% | +124.9% |
| All | +319.5% | +61.8% | +257.7% | +101.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling