+184.4%
SW vs VYM
+203.1%
-18.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | -0.1% | +0.1% |
| 7D | +2.2% | +0.1% | +2.1% | +2.1% |
| 30D | +7.4% | +3.0% | +4.5% | +5.5% |
| 3M | -5.9% | -1.0% | -4.9% | -5.3% |
| 6M | +9.0% | +6.4% | +2.6% | +5.3% |
| YTD | +18.1% | +15.9% | +2.2% | +9.0% |
| 1Y | +28.7% | +18.7% | +9.9% | +17.3% |
| 3Y | +48.8% | +72.8% | -24.0% | +14.9% |
| 5Y | +2.5% | +71.2% | -68.8% | -21.1% |
| 10Y | +184.4% | +203.5% | -19.1% | +79.3% |
| All | +184.4% | +203.1% | -18.7% | +79.3% |
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