+153.1%
SO vs VYM
+209.2%
-56.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.3% | -1.2% |
| 7D | -1.1% | -0.8% | -0.3% | -0.5% |
| 30D | -5.0% | -2.2% | -2.8% | -3.4% |
| 3M | -5.8% | +3.1% | -8.8% | -7.9% |
| 6M | -7.9% | +9.7% | -17.7% | -14.2% |
| YTD | +2.4% | +14.9% | -12.5% | -8.0% |
| 1Y | -2.3% | +17.6% | -19.8% | -13.9% |
| 3Y | +41.9% | +65.3% | -23.4% | -5.9% |
| 5Y | +58.1% | +78.7% | -20.7% | -2.8% |
| All | +153.1% | +209.2% | -56.1% | +3.4% |
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