+20.2%
SGOV vs ALB
+77.1%
-56.9%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.8% | +2.8% | 0.0% |
| 7D | +0.1% | -8.6% | +8.7% | +0.1% |
| 30D | +0.3% | -4.0% | +4.3% | +0.3% |
| 3M | +0.9% | -17.4% | +18.3% | +0.9% |
| 6M | +1.8% | -25.4% | +27.2% | +1.8% |
| YTD | +2.5% | -10.5% | +13.0% | +2.5% |
| 1Y | +3.8% | +75.8% | -72.0% | +3.8% |
| 3Y | +14.4% | -28.5% | +42.9% | +14.3% |
| 5Y | +20.2% | -45.1% | +65.3% | +20.1% |
| All | +20.2% | +77.1% | -56.9% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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