+20.2%
SGOV vs CB
+205.4%
-185.2%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.5% | 0.0% |
| 7D | +0.1% | -0.6% | +0.7% | +0.1% |
| 30D | +0.3% | -3.9% | +4.2% | +0.3% |
| 3M | +0.9% | +4.9% | -4.0% | +0.9% |
| 6M | +1.8% | +3.3% | -1.4% | +1.8% |
| YTD | +2.5% | +8.5% | -6.0% | +2.5% |
| 1Y | +3.8% | +22.1% | -18.3% | +3.8% |
| 3Y | +14.3% | +70.1% | -55.8% | +14.4% |
| 5Y | +20.1% | +97.4% | -77.3% | +20.1% |
| All | +20.2% | +205.4% | -185.2% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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