+363.3%
STM vs VYM
+490.3%
-126.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | +0.1% |
| 7D | +5.2% | +0.1% | +5.1% | +5.0% |
| 30D | -7.4% | -1.3% | -6.1% | -5.7% |
| 3M | -30.6% | +4.1% | -34.7% | -34.3% |
| 6M | +66.4% | +9.8% | +56.6% | +48.1% |
| YTD | +101.1% | +15.3% | +85.8% | +67.7% |
| 1Y | +97.4% | +20.0% | +77.4% | +56.1% |
| 3Y | +21.1% | +66.2% | -45.1% | -36.9% |
| 5Y | +22.5% | +77.5% | -55.1% | -40.0% |
| 10Y | +657.6% | +201.7% | +455.9% | +89.5% |
| All | +363.3% | +490.3% | -126.9% | -47.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling