+258.9%
EWY vs SGOV
+20.3%
+238.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | 0.0% | -6.6% | -6.6% |
| 7D | -6.7% | +0.1% | -6.8% | -6.4% |
| 30D | -2.0% | +0.3% | -2.2% | -0.6% |
| 3M | -10.8% | +0.9% | -11.7% | -7.2% |
| 6M | +41.9% | +1.8% | +40.1% | +50.5% |
| YTD | +81.3% | +2.5% | +78.7% | +93.1% |
| 1Y | +129.1% | +3.8% | +125.3% | +147.7% |
| 3Y | +201.2% | +14.3% | +186.9% | +271.3% |
| 5Y | +131.9% | +20.2% | +111.7% | +285.3% |
| All | +258.9% | +20.3% | +238.6% | +504.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling