+443.1%
SPG vs VYM
+490.3%
-47.2%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.8% |
| 7D | 0.0% | +0.1% | -0.1% | -0.2% |
| 30D | -4.9% | -1.3% | -3.7% | -3.1% |
| 3M | +3.3% | +4.1% | -0.7% | -2.9% |
| 6M | +11.2% | +9.8% | +1.4% | -4.0% |
| YTD | +17.1% | +15.3% | +1.7% | -6.5% |
| 1Y | +21.6% | +20.0% | +1.6% | -9.0% |
| 3Y | +111.9% | +66.2% | +45.6% | -4.5% |
| 5Y | +106.9% | +77.5% | +29.4% | -15.4% |
| 10Y | +62.2% | +201.7% | -139.5% | -70.4% |
| All | +443.1% | +490.3% | -47.2% | -68.1% |
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