+21.1%
SGOV vs ASTS
+228.6%
-207.5%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.5% | +5.5% | 0.0% |
| 7D | +0.1% | +0.8% | -0.8% | +0.1% |
| 30D | +0.3% | -22.6% | +23.0% | +0.3% |
| 3M | +1.0% | -54.4% | +55.4% | +1.0% |
| 6M | +1.9% | -56.4% | +58.3% | +1.9% |
| YTD | +3.2% | -55.1% | +58.3% | +3.2% |
| 1Y | +3.8% | -46.9% | +50.7% | +3.8% |
| 3Y | +14.1% | +715.0% | -700.9% | +14.1% |
| 5Y | +21.0% | +153.7% | -132.7% | +21.0% |
| All | +21.1% | +228.6% | -207.5% | +21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ASTS.
Daily Out/Under-Performance
Portfolio return minus ASTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASTS 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 ASTS 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