+103.8%
VGT vs SPG
+135.6%
-31.7%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.6% |
| 7D | +2.5% | +2.0% | +0.5% | +1.9% |
| 30D | -9.5% | +17.2% | -26.7% | -13.9% |
| 3M | -9.5% | +6.3% | -15.8% | -11.2% |
| 6M | -1.8% | +18.7% | -20.5% | -8.2% |
| YTD | +18.4% | +30.1% | -11.7% | +6.0% |
| 1Y | +18.7% | +32.8% | -14.0% | +5.3% |
| 3Y | +103.8% | +133.6% | -29.8% | +46.8% |
| All | +103.8% | +135.6% | -31.7% | +46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 3y: compounded portfolio wealth divided by compounded SPG 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…
3y analysis · Full analysis span regression · 6 months rolling