-14.8%
STZ vs VYM
+19.9%
-34.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.4% | -5.2% | -5.4% |
| 7D | -7.4% | +0.1% | -7.5% | -7.4% |
| 30D | -10.9% | -1.3% | -9.6% | -10.2% |
| 3M | -13.4% | +4.1% | -17.5% | -15.1% |
| 6M | -16.2% | +9.8% | -26.0% | -19.7% |
| YTD | -10.4% | +15.3% | -25.8% | -17.7% |
| 1Y | -14.8% | +20.0% | -34.8% | -22.6% |
| All | -14.8% | +19.9% | -34.7% | -22.6% |
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 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