+789.2%
VGT vs SM
+23.2%
+766.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.6% | -1.1% |
| 7D | -1.0% | +2.1% | -3.2% | -1.2% |
| 30D | -0.4% | +18.1% | -18.6% | -2.0% |
| 3M | +6.6% | +17.0% | -10.4% | +4.7% |
| 6M | +31.0% | +55.4% | -24.4% | +24.7% |
| YTD | +27.2% | +108.6% | -81.3% | +17.5% |
| 1Y | +34.5% | +45.7% | -11.2% | +28.1% |
| 3Y | +123.1% | -0.3% | +123.5% | +116.6% |
| 5Y | +135.1% | +113.0% | +22.1% | +111.2% |
| All | +789.2% | +23.2% | +766.0% | +572.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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