+737.7%
SO vs VGT
+2,125.7%
-1,388.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.3% |
| 7D | -0.9% | +5.6% | -6.6% | -2.4% |
| 30D | +4.9% | -10.6% | +15.5% | +7.7% |
| 3M | +0.8% | -6.9% | +7.7% | +2.2% |
| 6M | +0.6% | +0.9% | -0.4% | -0.8% |
| YTD | +8.7% | +20.4% | -11.8% | +1.5% |
| 1Y | +4.0% | +17.4% | -13.4% | -2.3% |
| 3Y | +50.6% | +106.3% | -55.7% | +15.0% |
| 5Y | +77.5% | +107.9% | -30.4% | +32.0% |
| 10Y | +192.0% | +730.9% | -539.0% | +30.0% |
| All | +737.7% | +2,125.7% | -1,388.0% | +143.9% |
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