+20.2%
SGOV vs ASTS
+528.1%
-507.9%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.2% | 0.0% |
| 7D | +0.1% | +7.3% | -7.3% | +0.1% |
| 30D | +0.3% | -8.9% | +9.2% | +0.3% |
| 3M | +1.0% | -41.9% | +42.9% | +1.0% |
| 6M | +1.9% | -40.6% | +42.5% | +1.9% |
| YTD | +2.5% | -14.2% | +16.7% | +2.5% |
| 1Y | +3.8% | +48.9% | -45.0% | +3.8% |
| 3Y | +14.4% | +1,461.7% | -1,447.2% | +14.5% |
| 5Y | +20.1% | +404.1% | -384.0% | +20.1% |
| All | +20.2% | +528.1% | -507.9% | +20.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling