+99.1%
VGT vs SN
+671.3%
-572.1%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.8% | -4.5% | -2.3% |
| 7D | +2.5% | +1.5% | +0.9% | +2.1% |
| 30D | -9.5% | +21.5% | -31.0% | -13.3% |
| 3M | -9.5% | +20.0% | -29.5% | -13.2% |
| 6M | -1.8% | +119.9% | -121.7% | -17.8% |
| YTD | +18.4% | +102.3% | -83.9% | +0.2% |
| 1Y | +18.7% | +148.0% | -129.2% | -4.0% |
| 3Y | +103.8% | +450.0% | -346.2% | +52.7% |
| All | +99.1% | +671.3% | -572.1% | +48.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling