+29.6%
SNOW vs VYM
+133.3%
-103.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -1.0% |
| 7D | -2.4% | -0.8% | -1.6% | -1.5% |
| 30D | -1.0% | -2.2% | +1.3% | +1.8% |
| 3M | +36.9% | +3.1% | +33.8% | +31.9% |
| 6M | +83.4% | +9.7% | +73.6% | +62.6% |
| YTD | +50.0% | +14.9% | +35.1% | +25.5% |
| 1Y | +46.5% | +17.6% | +29.0% | +19.0% |
| 3Y | +93.3% | +65.3% | +28.0% | +4.6% |
| 5Y | +3.3% | +78.7% | -75.4% | -45.8% |
| All | +29.6% | +133.3% | -103.8% | -36.5% |
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