+13.7%
SPGI vs VGT
+103.7%
-90.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.8% | +1.8% |
| 7D | +1.2% | +2.5% | -1.2% | +0.1% |
| 30D | +15.9% | -9.5% | +25.4% | +20.4% |
| 3M | +12.3% | -9.5% | +21.8% | +16.4% |
| 6M | +23.7% | -1.8% | +25.5% | +21.8% |
| YTD | -3.5% | +18.4% | -21.9% | -14.1% |
| 1Y | +0.4% | +18.7% | -18.3% | -10.9% |
| 3Y | +29.9% | +103.8% | -73.9% | -20.1% |
| All | +13.7% | +103.7% | -90.0% | -32.7% |
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