+20.2%
SGOV vs BP
+138.6%
-118.4%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | 0.0% | +5.2% | -5.2% | +0.1% |
| 30D | +0.3% | +8.7% | -8.4% | +0.3% |
| 3M | +0.9% | +9.3% | -8.4% | +0.9% |
| 6M | +1.8% | +13.6% | -11.7% | +1.8% |
| YTD | +2.5% | +37.7% | -35.1% | +2.5% |
| 1Y | +3.8% | +40.6% | -36.8% | +3.8% |
| 3Y | +14.4% | +40.3% | -26.0% | +14.4% |
| All | +20.2% | +138.6% | -118.4% | +20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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