+20.3%
SGOV vs ALK
+19.7%
+0.6%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | 0.0% |
| 7D | 0.0% | -2.1% | +2.1% | 0.0% |
| 30D | +0.3% | -13.1% | +13.4% | +0.3% |
| 3M | +0.9% | -11.8% | +12.7% | +0.9% |
| 6M | +1.8% | -0.4% | +2.2% | +1.8% |
| YTD | +2.5% | -18.2% | +20.7% | +2.5% |
| 1Y | +3.8% | -35.5% | +39.3% | +3.8% |
| 3Y | +14.4% | +1.8% | +12.6% | +14.4% |
| 5Y | +20.2% | -26.6% | +46.8% | +20.2% |
| All | +20.3% | +19.7% | +0.6% | +20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 10y: compounded portfolio wealth divided by compounded ALK 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…
10y analysis · Full analysis span regression · 6 months rolling