+124.8%
VGT vs SITM
+452.7%
-327.9%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.5% | -4.3% | +0.1% |
| 7D | -0.2% | +3.9% | -4.0% | -0.9% |
| 30D | -0.4% | -6.6% | +6.2% | +0.5% |
| 3M | +4.4% | -11.9% | +16.3% | +5.2% |
| 6M | +32.1% | +81.1% | -49.1% | +13.4% |
| YTD | +28.8% | +80.0% | -51.2% | +9.4% |
| 1Y | +35.3% | +145.8% | -110.5% | +5.9% |
| 3Y | +124.8% | +475.9% | -351.1% | +39.2% |
| All | +124.8% | +452.7% | -327.9% | +39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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