-18.7%
SAP vs VGT
+35.2%
-53.9%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | -0.1% |
| 7D | -4.1% | -0.2% | -3.9% | -4.0% |
| 30D | +1.1% | -0.4% | +1.5% | +1.1% |
| 3M | +26.1% | +4.4% | +21.7% | +24.0% |
| 6M | +9.8% | +32.1% | -22.3% | -6.1% |
| YTD | -13.6% | +28.8% | -42.4% | -24.4% |
| 1Y | -18.7% | +35.3% | -54.0% | -29.8% |
| All | -18.7% | +35.2% | -53.9% | -29.8% |
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