+747.8%
SO vs VGT
+2,088.1%
-1,340.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.7% | +2.9% | +1.7% |
| 7D | +1.4% | +2.5% | -1.1% | +0.7% |
| 30D | +4.7% | -9.5% | +14.2% | +7.2% |
| 3M | +1.7% | -9.5% | +11.2% | +3.9% |
| 6M | +2.2% | -1.8% | +3.9% | +1.5% |
| YTD | +10.0% | +18.4% | -8.4% | +3.2% |
| 1Y | +6.0% | +18.7% | -12.7% | -0.7% |
| 3Y | +54.1% | +103.8% | -49.7% | +18.0% |
| 5Y | +79.6% | +104.4% | -24.7% | +34.2% |
| 10Y | +195.5% | +716.9% | -521.4% | +32.1% |
| All | +747.8% | +2,088.1% | -1,340.3% | +147.9% |
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