+124.4%
VGT vs SFM
+83.0%
+41.5%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.9% | +3.8% | +0.1% |
| 7D | +1.5% | -7.2% | +8.7% | +2.0% |
| 30D | +0.5% | -14.3% | +14.9% | +1.5% |
| 3M | +5.3% | -13.7% | +19.0% | +6.1% |
| 6M | +32.4% | -6.0% | +38.5% | +31.9% |
| YTD | +28.6% | -8.2% | +36.8% | +28.3% |
| 1Y | +37.6% | -46.2% | +83.9% | +48.0% |
| All | +124.4% | +83.0% | +41.5% | +117.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling