+61.9%
SNY vs VYM
+209.2%
-147.3%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.3% |
| 7D | -3.3% | -0.8% | -2.5% | -2.9% |
| 30D | -2.2% | -2.2% | +0.1% | -0.8% |
| 3M | -3.0% | +3.1% | -6.1% | -4.7% |
| 6M | +2.7% | +9.7% | -7.0% | -2.8% |
| YTD | -6.8% | +14.9% | -21.7% | -14.2% |
| 1Y | -5.3% | +17.6% | -22.8% | -13.9% |
| 3Y | -9.8% | +65.3% | -75.1% | -33.4% |
| 5Y | +9.7% | +78.7% | -69.0% | -23.5% |
| All | +61.9% | +209.2% | -147.3% | -19.0% |
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