+11.2%
SGOV vs ALAB
+454.1%
-442.8%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.3% | 0.0% |
| 7D | 0.0% | -6.2% | +6.2% | 0.0% |
| 30D | +0.3% | -8.7% | +9.0% | +0.3% |
| 3M | +0.9% | -20.7% | +21.7% | +0.9% |
| 6M | +1.8% | +133.5% | -131.7% | +1.8% |
| YTD | +2.5% | +75.1% | -72.5% | +2.5% |
| 1Y | +3.8% | +25.0% | -21.3% | +3.8% |
| All | +11.2% | +454.1% | -442.8% | +11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALAB.
Daily Out/Under-Performance
Portfolio return minus ALAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALAB 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 ALAB 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