+124.7%
VGT vs SM
-1.8%
+126.5%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.6% | -3.8% | -0.6% |
| 7D | +1.8% | -0.2% | +2.0% | +1.8% |
| 30D | -0.3% | +31.5% | -31.8% | -3.7% |
| 3M | +3.4% | +17.3% | -14.0% | +0.9% |
| 6M | +35.0% | +48.5% | -13.5% | +25.3% |
| YTD | +28.8% | +106.3% | -77.5% | +11.7% |
| 1Y | +38.0% | +47.3% | -9.3% | +27.7% |
| All | +124.7% | -1.8% | +126.5% | +110.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling