+244.5%
SONY vs VYM
+484.2%
-239.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.9% | +0.9% |
| 7D | -5.8% | -1.9% | -3.9% | -4.0% |
| 30D | -0.4% | -2.6% | +2.2% | +2.2% |
| 3M | +13.3% | +3.6% | +9.7% | +9.3% |
| 6M | +8.5% | +8.7% | -0.2% | -0.1% |
| YTD | -8.1% | +14.1% | -22.2% | -19.3% |
| 1Y | -17.9% | +17.8% | -35.7% | -30.0% |
| 3Y | +41.4% | +64.5% | -23.1% | -13.1% |
| 5Y | +9.3% | +77.5% | -68.2% | -37.7% |
| 10Y | +283.0% | +206.1% | +76.8% | +20.8% |
| All | +244.5% | +484.2% | -239.6% | -44.2% |
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