+135.2%
VGT vs SM
+119.2%
+16.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.2% |
| 7D | +1.5% | -0.2% | +1.7% | +1.5% |
| 30D | +0.5% | +20.3% | -19.8% | -2.2% |
| 3M | +5.3% | +22.9% | -17.7% | +1.4% |
| 6M | +32.4% | +47.8% | -15.4% | +22.6% |
| YTD | +28.6% | +107.5% | -78.9% | +11.6% |
| 1Y | +37.6% | +51.7% | -14.1% | +25.7% |
| 3Y | +125.5% | -0.9% | +126.3% | +113.2% |
| 5Y | +135.2% | +112.2% | +22.9% | +95.6% |
| All | +135.2% | +119.2% | +16.0% | +95.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling