+20.2%
SGOV vs AR
+139.7%
-119.6%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +0.1% | -1.3% | +1.4% | +0.1% |
| 30D | +0.3% | +3.5% | -3.2% | +0.3% |
| 3M | +0.9% | +9.9% | -9.0% | +0.9% |
| 6M | +1.8% | +4.5% | -2.7% | +1.8% |
| YTD | +2.5% | +13.7% | -11.1% | +2.5% |
| 1Y | +3.8% | +19.2% | -15.5% | +3.8% |
| 3Y | +14.4% | +46.2% | -31.8% | +14.4% |
| All | +20.2% | +139.7% | -119.6% | +20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 5y: compounded portfolio wealth divided by compounded AR 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…
5y analysis · Full analysis span regression · 6 months rolling