+1,872.3%
SPGI vs VGT
+2,138.1%
-265.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.9% | -2.5% | -1.9% |
| 7D | -1.4% | -1.6% | +0.2% | -0.5% |
| 30D | +15.3% | -10.1% | +25.4% | +24.0% |
| 3M | +16.5% | -5.3% | +21.8% | +19.7% |
| 6M | +19.8% | +0.2% | +19.6% | +14.9% |
| YTD | -3.2% | +21.1% | -24.3% | -21.2% |
| 1Y | +1.8% | +18.2% | -16.4% | -15.8% |
| 3Y | +30.6% | +107.4% | -76.8% | -37.0% |
| 5Y | +16.0% | +111.5% | -95.5% | -46.8% |
| 10Y | +338.6% | +735.5% | -397.0% | -47.8% |
| All | +1,872.3% | +2,138.1% | -265.8% | -17.1% |
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