+2,263.5%
VGT vs SNY
+191.0%
+2,072.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | -0.2% | -3.3% | +3.2% | +1.1% |
| 30D | -0.4% | -2.2% | +1.7% | +0.3% |
| 3M | +4.4% | -3.0% | +7.5% | +5.1% |
| 6M | +32.1% | +2.7% | +29.3% | +29.5% |
| YTD | +28.8% | -6.8% | +35.6% | +30.8% |
| 1Y | +35.3% | -5.3% | +40.6% | +36.1% |
| 3Y | +124.8% | -9.8% | +134.5% | +121.4% |
| 5Y | +137.9% | +9.7% | +128.2% | +110.1% |
| 10Y | +814.2% | +64.5% | +749.7% | +559.9% |
| All | +2,263.5% | +191.0% | +2,072.5% | +1,146.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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