+265.2%
SU vs VYM
+209.2%
+56.0%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -1.0% |
| 7D | +2.2% | -0.8% | +3.0% | +3.2% |
| 30D | +8.4% | -2.2% | +10.7% | +11.4% |
| 3M | +12.1% | +3.1% | +9.0% | +7.6% |
| 6M | +19.7% | +9.7% | +10.0% | +5.6% |
| YTD | +58.4% | +14.9% | +43.5% | +31.7% |
| 1Y | +67.2% | +17.6% | +49.7% | +34.8% |
| 3Y | +125.0% | +65.3% | +59.7% | +15.6% |
| 5Y | +355.1% | +78.7% | +276.3% | +112.9% |
| All | +265.2% | +209.2% | +56.0% | -3.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling