+445.1%
STZ vs VYM
+492.8%
-47.7%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.4% |
| 7D | -1.9% | 0.0% | -1.9% | -1.9% |
| 30D | -1.9% | -0.5% | -1.3% | -1.4% |
| 3M | -6.2% | +3.0% | -9.3% | -8.6% |
| 6M | -14.0% | +8.2% | -22.2% | -19.7% |
| YTD | -5.1% | +15.8% | -20.9% | -16.6% |
| 1Y | -9.6% | +20.8% | -30.4% | -23.4% |
| 3Y | -47.2% | +65.3% | -112.5% | -66.1% |
| 5Y | -33.6% | +76.6% | -110.2% | -60.0% |
| 10Y | -9.8% | +203.9% | -213.7% | -66.2% |
| All | +445.1% | +492.8% | -47.7% | +23.6% |
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