+143.3%
DELL vs SGOV
+3.1%
+140.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | 0.0% | -8.8% | -9.0% |
| 7D | -24.6% | -0.2% | -24.3% | -21.7% |
| 30D | -32.5% | 0.0% | -32.5% | -30.4% |
| 3M | -20.2% | +0.3% | -20.5% | -21.7% |
| 6M | +76.5% | +1.2% | +75.2% | +26.8% |
| YTD | +198.9% | +2.5% | +196.5% | +66.9% |
| 1Y | +143.3% | +3.1% | +140.2% | +27.0% |
| All | +143.3% | +3.1% | +140.2% | +27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SGOV.
Daily Out/Under-Performance
Portfolio return minus SGOV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGOV 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 1y: compounded portfolio wealth divided by compounded SGOV 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…
1y analysis · Full analysis span regression · 6 months rolling