+222.9%
EWY vs SGOV
+14.4%
+208.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | 0.0% | +3.2% | +3.5% |
| 7D | -0.1% | 0.0% | -0.1% | +0.5% |
| 30D | +7.3% | +0.3% | +7.0% | +11.1% |
| 3M | -5.1% | +0.9% | -6.1% | +4.1% |
| 6M | +42.1% | +1.8% | +40.2% | +62.4% |
| YTD | +94.1% | +2.5% | +91.6% | +121.7% |
| 1Y | +147.8% | +3.8% | +144.0% | +180.4% |
| 3Y | +222.9% | +14.4% | +208.5% | +25.9% |
| All | +222.9% | +14.4% | +208.5% | +25.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling