+644.6%
STM vs VYM
+207.1%
+437.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.0% | -0.8% |
| 7D | -1.1% | -1.9% | +0.8% | +1.7% |
| 30D | -7.8% | -2.6% | -5.2% | -4.2% |
| 3M | -28.2% | +3.6% | -31.8% | -31.7% |
| 6M | +52.0% | +8.7% | +43.3% | +36.4% |
| YTD | +96.4% | +14.1% | +82.3% | +64.8% |
| 1Y | +98.8% | +17.8% | +81.0% | +59.7% |
| 3Y | +18.3% | +64.5% | -46.3% | -38.9% |
| 5Y | +17.7% | +77.5% | -59.8% | -43.5% |
| All | +644.6% | +207.1% | +437.5% | +83.7% |
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