+171.3%
SAP vs VGT
+809.1%
-637.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -0.8% |
| 7D | -5.1% | -1.0% | -4.1% | -4.4% |
| 30D | -1.8% | -0.4% | -1.3% | -1.5% |
| 3M | +20.9% | +6.6% | +14.3% | +13.9% |
| 6M | +7.0% | +31.0% | -24.0% | -13.2% |
| YTD | -13.7% | +27.2% | -41.0% | -28.5% |
| 1Y | -19.6% | +34.5% | -54.0% | -36.2% |
| 3Y | +52.4% | +123.1% | -70.7% | -18.0% |
| 5Y | +54.4% | +135.1% | -80.7% | -21.7% |
| All | +171.3% | +809.1% | -637.8% | -50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VGT.
Daily Out/Under-Performance
Portfolio return minus VGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VGT 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 VGT 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