+2,072.9%
VGT vs SPG
+1,162.6%
+910.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -13.7% |
| 3M | -9.5% | +6.3% | -15.8% | -11.3% |
| 6M | -1.8% | +18.7% | -20.5% | -7.1% |
| YTD | +18.4% | +30.1% | -11.7% | +8.6% |
| 1Y | +18.7% | +32.8% | -14.0% | +8.3% |
| 3Y | +103.8% | +133.6% | -29.8% | +56.2% |
| 5Y | +104.4% | +84.4% | +20.0% | +66.4% |
| 10Y | +716.9% | +114.3% | +602.6% | +474.5% |
| All | +2,072.9% | +1,162.6% | +910.3% | +707.3% |
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