+59.0%
SO vs VGT
+134.6%
-75.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.0% |
| 7D | +1.0% | +1.8% | -0.8% | +1.0% |
| 30D | -3.2% | -0.3% | -2.9% | -3.2% |
| 3M | -1.7% | +3.4% | -5.1% | -1.8% |
| 6M | -7.2% | +35.0% | -42.2% | -8.4% |
| YTD | +4.6% | +28.8% | -24.2% | +3.4% |
| 1Y | +1.2% | +38.0% | -36.8% | -0.5% |
| 3Y | +45.3% | +125.8% | -80.5% | +31.5% |
| All | +59.0% | +134.6% | -75.6% | +33.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling