+104.6%
VGT vs SM
+5.5%
+99.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | +2.5% | +9.4% | -6.9% | +1.1% |
| 30D | -9.5% | -14.4% | +4.9% | -7.9% |
| 3M | -9.5% | +1.6% | -11.0% | -10.4% |
| 6M | -1.8% | +6.3% | -8.1% | -4.2% |
| YTD | +18.4% | +78.8% | -60.4% | +3.8% |
| 1Y | +18.7% | +83.1% | -64.4% | +3.4% |
| 3Y | +103.8% | -5.9% | +109.7% | +92.5% |
| All | +104.6% | +5.5% | +99.1% | +83.4% |
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