+789.2%
VGT vs SFM
+268.6%
+520.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.9% |
| 7D | -1.0% | -8.8% | +7.7% | 0.0% |
| 30D | -0.4% | -14.5% | +14.0% | +1.2% |
| 3M | +6.6% | -16.8% | +23.5% | +8.5% |
| 6M | +31.0% | -5.3% | +36.4% | +30.6% |
| YTD | +27.2% | -9.4% | +36.6% | +27.2% |
| 1Y | +34.5% | -46.2% | +80.6% | +43.3% |
| 3Y | +123.1% | +81.3% | +41.9% | +100.8% |
| 5Y | +135.1% | +211.9% | -76.8% | +94.2% |
| All | +789.2% | +268.6% | +520.7% | +587.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling