+2,267.4%
VGT vs SM
+192.9%
+2,074.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.8% | +0.6% |
| 7D | +1.0% | +0.1% | +0.9% | +1.0% |
| 30D | +1.3% | +26.3% | -25.0% | -1.7% |
| 3M | -1.1% | +8.7% | -9.8% | -2.7% |
| 6M | +32.6% | +51.7% | -19.1% | +24.3% |
| YTD | +29.0% | +99.0% | -70.1% | +16.5% |
| 1Y | +39.7% | +34.6% | +5.1% | +31.9% |
| 3Y | +120.9% | -7.8% | +128.7% | +114.4% |
| 5Y | +133.6% | +104.8% | +28.8% | +99.3% |
| 10Y | +792.6% | +7.2% | +785.3% | +532.2% |
| All | +2,267.4% | +192.9% | +2,074.5% | +807.9% |
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