+116.6%
VGT vs SN
+496.6%
-380.1%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.4% |
| 7D | +1.8% | +0.1% | +1.7% | +1.8% |
| 30D | -0.3% | -5.6% | +5.3% | +0.8% |
| 3M | +3.4% | +48.1% | -44.7% | -5.6% |
| 6M | +35.0% | +57.6% | -22.7% | +21.0% |
| YTD | +28.8% | +56.5% | -27.7% | +15.4% |
| 1Y | +38.0% | +52.6% | -14.6% | +23.8% |
| 3Y | +125.8% | +412.0% | -286.2% | +78.8% |
| All | +116.6% | +496.6% | -380.1% | +71.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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