-5.1%
SAP vs VGT
+16.0%
-21.1%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.0% | +0.6% |
| 7D | +0.6% | +2.5% | -1.8% | +0.3% |
| 30D | +6.5% | -9.5% | +16.0% | +8.1% |
| 3M | +12.2% | -9.5% | +21.7% | +13.7% |
| 6M | +46.1% | -1.8% | +47.8% | +43.1% |
| YTD | -1.6% | +18.4% | -20.0% | -12.9% |
| 1Y | -5.1% | +18.7% | -23.9% | -16.1% |
| All | -5.1% | +16.0% | -21.1% | -16.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling