+17.7%
STM vs VYM
+75.8%
-58.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.0% | -0.6% |
| 7D | -1.1% | -1.9% | +0.8% | +2.3% |
| 30D | -7.8% | -2.6% | -5.2% | -3.4% |
| 3M | -28.2% | +3.6% | -31.8% | -32.4% |
| 6M | +52.0% | +8.7% | +43.3% | +33.3% |
| YTD | +96.4% | +14.1% | +82.3% | +59.2% |
| 1Y | +98.8% | +17.8% | +81.0% | +53.0% |
| 3Y | +18.3% | +64.5% | -46.3% | -45.7% |
| 5Y | +17.7% | +77.5% | -59.8% | -48.0% |
| All | +17.7% | +75.8% | -58.1% | -48.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling