+14.4%
SGOV vs ABT
+7.7%
+6.7%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | 0.0% |
| 7D | 0.0% | -5.9% | +5.9% | +0.1% |
| 30D | +0.3% | -8.1% | +8.4% | +0.3% |
| 3M | +0.9% | +14.5% | -13.6% | +0.9% |
| 6M | +1.8% | -6.3% | +8.1% | +1.9% |
| YTD | +2.5% | -17.1% | +19.7% | +2.6% |
| 1Y | +3.8% | -21.4% | +25.1% | +3.8% |
| 3Y | +14.4% | +5.9% | +8.5% | +14.4% |
| All | +14.4% | +7.7% | +6.7% | +14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ABT.
Daily Out/Under-Performance
Portfolio return minus ABT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABT 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 ABT 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