+698.5%
SAP vs VGT
+2,088.1%
-1,389.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.0% | +1.6% |
| 7D | +0.6% | +2.5% | -1.8% | -1.3% |
| 30D | +6.5% | -9.5% | +16.0% | +13.8% |
| 3M | +12.2% | -9.5% | +21.7% | +19.4% |
| 6M | +46.1% | -1.8% | +47.8% | +42.8% |
| YTD | -1.6% | +18.4% | -20.0% | -17.3% |
| 1Y | -5.1% | +18.7% | -23.9% | -20.6% |
| 3Y | +68.4% | +103.8% | -35.4% | -11.7% |
| 5Y | +79.4% | +104.4% | -24.9% | -8.5% |
| 10Y | +230.5% | +716.9% | -486.4% | -51.1% |
| All | +698.5% | +2,088.1% | -1,389.6% | -53.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling