+1,286.4%
VGT vs SFM
+132.6%
+1,153.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.9% | -2.5% | 0.0% |
| 7D | +1.0% | -0.1% | +1.1% | +1.0% |
| 30D | +1.3% | -4.4% | +5.7% | +1.7% |
| 3M | -1.1% | +1.5% | -2.7% | -1.7% |
| 6M | +32.6% | +6.5% | +26.2% | +30.4% |
| YTD | +29.0% | +2.2% | +26.8% | +27.2% |
| 1Y | +39.7% | -41.9% | +81.6% | +47.7% |
| 3Y | +120.9% | +106.8% | +14.2% | +95.4% |
| 5Y | +133.6% | +231.6% | -98.0% | +91.0% |
| 10Y | +792.6% | +258.4% | +534.1% | +591.8% |
| All | +1,286.4% | +132.6% | +1,153.9% | +1,054.2% |
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 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