+2,267.4%
VGT vs SPG
+1,023.1%
+1,244.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.6% |
| 7D | +1.0% | -2.4% | +3.4% | +1.7% |
| 30D | +1.3% | -6.8% | +8.1% | +3.4% |
| 3M | -1.1% | +2.7% | -3.8% | -2.3% |
| 6M | +32.6% | +5.5% | +27.2% | +29.9% |
| YTD | +29.0% | +15.7% | +13.3% | +22.7% |
| 1Y | +39.7% | +20.9% | +18.8% | +30.9% |
| 3Y | +120.9% | +112.4% | +8.5% | +74.3% |
| 5Y | +133.6% | +101.4% | +32.2% | +85.9% |
| 10Y | +792.6% | +60.6% | +731.9% | +587.0% |
| All | +2,267.4% | +1,023.1% | +1,244.3% | +811.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling