+154.8%
SO vs VGT
+809.1%
-654.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.4% | -0.4% |
| 7D | -1.1% | -1.0% | -0.1% | -0.9% |
| 30D | -3.7% | -0.4% | -3.3% | -3.7% |
| 3M | -5.9% | +6.6% | -12.5% | -7.5% |
| 6M | -7.3% | +31.0% | -38.4% | -13.6% |
| YTD | +3.1% | +27.2% | -24.1% | -3.4% |
| 1Y | -1.0% | +34.5% | -35.5% | -8.8% |
| 3Y | +43.2% | +123.1% | -79.9% | +9.9% |
| 5Y | +59.1% | +135.1% | -76.0% | +16.5% |
| All | +154.8% | +809.1% | -654.3% | +15.4% |
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