+229.3%
SAP vs VGT
+741.7%
-512.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.9% | -2.7% | -1.7% |
| 7D | -2.5% | -1.6% | -0.9% | -1.9% |
| 30D | +7.5% | -10.1% | +17.6% | +14.2% |
| 3M | +11.6% | -5.3% | +16.9% | +14.3% |
| 6M | +37.6% | +0.2% | +37.4% | +33.3% |
| YTD | -2.0% | +21.1% | -23.1% | -17.0% |
| 1Y | -6.4% | +18.2% | -24.5% | -19.5% |
| 3Y | +67.7% | +107.4% | -39.7% | -6.1% |
| 5Y | +75.7% | +111.5% | -35.8% | -4.9% |
| 10Y | +229.3% | +735.5% | -506.2% | -36.0% |
| All | +229.3% | +741.7% | -512.4% | -36.0% |
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