+282.9%
SPGI vs VYM
+209.2%
+73.7%
-39.8%
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% | -0.6% |
| 7D | -7.4% | -0.8% | -6.6% | -6.6% |
| 30D | +0.4% | -2.2% | +2.6% | +2.7% |
| 3M | +5.3% | +3.1% | +2.2% | +2.1% |
| 6M | +1.7% | +9.7% | -8.1% | -7.6% |
| YTD | -16.4% | +14.9% | -31.2% | -27.6% |
| 1Y | -20.5% | +17.6% | -38.1% | -32.9% |
| 3Y | +14.2% | +65.3% | -51.1% | -32.1% |
| 5Y | +0.6% | +78.7% | -78.1% | -44.6% |
| All | +282.9% | +209.2% | +73.7% | +20.0% |
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