+1,172.6%
VGT vs SFM
+48.8%
+1,123.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -3.0% | -1.8% |
| 7D | +2.5% | +6.0% | -3.6% | +1.8% |
| 30D | -9.5% | -19.5% | +10.0% | -7.8% |
| 3M | -9.5% | -37.0% | +27.5% | -5.3% |
| 6M | -1.8% | -41.0% | +39.2% | +3.2% |
| YTD | +18.4% | -34.6% | +53.0% | +22.1% |
| 1Y | +18.7% | -36.3% | +55.0% | +22.8% |
| 3Y | +103.8% | +24.5% | +79.3% | +90.1% |
| 5Y | +104.4% | +115.9% | -11.5% | +74.5% |
| 10Y | +716.9% | +139.5% | +577.4% | +560.2% |
| All | +1,172.6% | +48.8% | +1,123.8% | +1,007.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling