+117.0%
VGT vs SN
+490.7%
-373.7%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.4% | +0.5% |
| 7D | +1.0% | -9.3% | +10.3% | +3.1% |
| 30D | +1.3% | -4.8% | +6.1% | +2.3% |
| 3M | -1.1% | +40.4% | -41.6% | -8.6% |
| 6M | +32.6% | +50.9% | -18.3% | +20.0% |
| YTD | +29.0% | +54.9% | -25.9% | +15.8% |
| 1Y | +39.7% | +43.0% | -3.3% | +27.1% |
| 3Y | +120.9% | +391.8% | -270.9% | +75.3% |
| All | +117.0% | +490.7% | -373.7% | +72.1% |
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