+98.3%
STM vs VYM
+18.4%
+80.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.9% |
| 7D | +12.0% | +3.7% | +8.3% | +2.1% |
| 30D | -0.4% | +3.7% | -4.0% | -8.9% |
| 3M | -13.2% | -0.7% | -12.5% | -10.5% |
| 6M | -26.1% | +7.2% | -33.3% | -37.8% |
| YTD | +81.2% | +16.9% | +64.2% | +28.1% |
| 1Y | +98.3% | +19.6% | +78.7% | +34.5% |
| All | +98.3% | +18.4% | +80.0% | +34.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling