+12.0%
SGOV vs AS
+104.6%
-92.6%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | 0.0% |
| 7D | +0.1% | -3.9% | +3.9% | +0.1% |
| 30D | +0.3% | -19.0% | +19.3% | +0.3% |
| 3M | +0.9% | -18.8% | +19.7% | +0.9% |
| 6M | +1.8% | -21.0% | +22.8% | +1.8% |
| YTD | +2.5% | -26.6% | +29.1% | +2.5% |
| 1Y | +3.8% | -25.3% | +29.1% | +3.8% |
| All | +12.0% | +104.6% | -92.6% | +12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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