+517.6%
SPMO vs VYM
+209.2%
+308.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.1% | -0.1% |
| 7D | -0.9% | -0.8% | -0.1% | -0.2% |
| 30D | -1.9% | -2.2% | +0.3% | +0.3% |
| 3M | -1.4% | +3.1% | -4.4% | -4.2% |
| 6M | +25.5% | +9.7% | +15.8% | +15.0% |
| YTD | +24.8% | +14.9% | +9.9% | +9.4% |
| 1Y | +24.5% | +17.6% | +6.9% | +6.8% |
| 3Y | +157.1% | +65.3% | +91.8% | +60.5% |
| 5Y | +149.5% | +78.7% | +70.8% | +45.6% |
| All | +517.6% | +209.2% | +308.4% | +150.1% |
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 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