+19.9%
VGT vs SFM
-35.8%
+55.7%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.6% | -3.4% | +0.5% |
| 7D | -6.5% | -12.3% | +5.8% | -6.8% |
| 30D | -10.6% | -16.2% | +5.6% | -11.2% |
| 3M | -3.7% | -36.8% | +33.1% | -6.4% |
| 6M | +10.4% | -32.6% | +42.9% | +7.8% |
| YTD | +23.1% | -31.7% | +54.8% | +21.3% |
| 1Y | +19.9% | -35.0% | +54.9% | +18.4% |
| All | +19.9% | -35.8% | +55.7% | +18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 1y: compounded portfolio wealth divided by compounded SFM 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…
1y analysis · Full analysis span regression · 6 months rolling