+13.8%
STZ vs VYM
+15.8%
-2.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.5% |
| 7D | +4.9% | -2.8% | +7.8% | +6.6% |
| 30D | +20.9% | +1.0% | +19.8% | +20.0% |
| 3M | +8.0% | -2.9% | +10.9% | +9.7% |
| 6M | -5.3% | +2.6% | -7.8% | -6.7% |
| YTD | +5.9% | +12.8% | -6.9% | -2.7% |
| All | +13.8% | +15.8% | -2.0% | +4.5% |
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