+5.1%
SPGI vs VGT
+133.4%
-128.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -3.0% | -3.1% |
| 7D | -2.5% | +1.8% | -4.3% | -3.3% |
| 30D | +5.4% | -0.3% | +5.7% | +5.4% |
| 3M | +9.0% | +3.4% | +5.7% | +6.4% |
| 6M | +0.8% | +35.0% | -34.2% | -15.2% |
| YTD | -12.6% | +28.8% | -41.3% | -24.6% |
| 1Y | -16.1% | +38.0% | -54.1% | -31.0% |
| 3Y | +19.0% | +125.8% | -106.8% | -30.3% |
| 5Y | +5.1% | +134.7% | -129.7% | -42.5% |
| All | +5.1% | +133.4% | -128.3% | -42.5% |
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