+25.0%
ORCL vs SGOV
+14.4%
+10.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | 0.0% | -5.4% | -5.4% |
| 7D | -0.7% | +0.1% | -0.8% | -0.9% |
| 30D | +5.1% | +0.3% | +4.8% | +4.4% |
| 3M | -23.7% | +0.9% | -24.7% | -25.5% |
| 6M | +3.1% | +1.8% | +1.2% | -0.8% |
| YTD | -20.8% | +2.5% | -23.3% | -25.3% |
| 1Y | -52.9% | +3.8% | -56.7% | -55.3% |
| All | +25.0% | +14.4% | +10.7% | -82.7% |
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