+3.1%
SGOV vs ALNY
-61.8%
+64.9%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | 0.0% |
| 7D | -0.2% | -30.7% | +30.4% | -0.2% |
| 30D | 0.0% | -26.7% | +26.7% | 0.0% |
| 3M | +0.3% | -26.4% | +26.8% | +0.4% |
| 6M | +1.2% | -45.9% | +47.2% | +1.3% |
| YTD | +2.5% | -59.5% | +62.0% | +2.5% |
| All | +3.1% | -61.8% | +64.9% | +3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 1y: compounded portfolio wealth divided by compounded ALNY 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…
1y analysis · Full analysis span regression · 6 months rolling