+20.3%
SGOV vs CLSK
+580.1%
-559.8%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.8% | -6.8% | 0.0% |
| 7D | 0.0% | +7.7% | -7.7% | +0.1% |
| 30D | +0.3% | +12.2% | -11.9% | +0.3% |
| 3M | +0.9% | -15.5% | +16.4% | +0.9% |
| 6M | +1.8% | +39.3% | -37.5% | +1.9% |
| YTD | +2.5% | +35.1% | -32.5% | +2.5% |
| 1Y | +3.8% | +34.0% | -30.2% | +3.8% |
| 3Y | +14.4% | +226.3% | -211.9% | +14.4% |
| 5Y | +20.2% | +6.4% | +13.8% | +20.2% |
| All | +20.3% | +580.1% | -559.8% | +20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CLSK.
Daily Out/Under-Performance
Portfolio return minus CLSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLSK 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 CLSK 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