+2,072.9%
VGT vs SM
+163.1%
+1,909.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | +2.5% | +9.4% | -6.9% | +1.3% |
| 30D | -9.5% | -14.4% | +4.9% | -8.1% |
| 3M | -9.5% | +1.6% | -11.0% | -10.2% |
| 6M | -1.8% | +6.3% | -8.1% | -3.7% |
| YTD | +18.4% | +78.8% | -60.4% | +7.8% |
| 1Y | +18.7% | +83.1% | -64.4% | +7.6% |
| 3Y | +103.8% | -5.9% | +109.7% | +96.7% |
| 5Y | +104.4% | +4.8% | +99.5% | +88.8% |
| 10Y | +716.9% | +17.5% | +699.4% | +466.7% |
| All | +2,072.9% | +163.1% | +1,909.8% | +740.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling