+688.7%
LLY vs SGOV
+20.2%
+668.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -3.1% | +0.1% | -3.2% | -3.1% |
| 30D | -8.6% | +0.3% | -8.9% | -8.7% |
| 3M | -1.6% | +0.9% | -2.6% | -1.7% |
| 6M | +11.8% | +1.8% | +10.0% | +11.6% |
| YTD | +5.1% | +2.5% | +2.6% | +4.5% |
| 1Y | +50.7% | +3.8% | +46.9% | +49.1% |
| 3Y | +95.7% | +14.4% | +81.3% | +93.5% |
| 5Y | +390.2% | +20.2% | +370.0% | +312.8% |
| All | +688.7% | +20.2% | +668.4% | +565.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling