+97.4%
VGT vs SW
-1.6%
+99.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -1.5% | -5.8% | -7.1% |
| 7D | -12.4% | +4.7% | -17.1% | -13.0% |
| 30D | -17.5% | +5.0% | -22.5% | -18.2% |
| 3M | -10.5% | -7.3% | -3.1% | -9.6% |
| 6M | +0.5% | +15.0% | -14.5% | -2.2% |
| YTD | +14.0% | +18.5% | -4.5% | +9.9% |
| 1Y | +10.6% | +27.1% | -16.5% | +5.4% |
| 3Y | +103.4% | +49.3% | +54.1% | +89.7% |
| 5Y | +97.4% | -1.6% | +99.0% | +85.4% |
| All | +97.4% | -1.6% | +99.0% | +85.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 5y: compounded portfolio wealth divided by compounded SW 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…
5y analysis · Full analysis span regression · 6 months rolling