+20.3%
SGOV vs CME
+93.7%
-73.4%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | +0.1% | -2.4% | +2.4% | +0.1% |
| 30D | +0.3% | +6.2% | -5.9% | +0.3% |
| 3M | +0.9% | +4.4% | -3.5% | +0.9% |
| 6M | +1.8% | -9.6% | +11.5% | +1.9% |
| YTD | +2.5% | +3.8% | -1.3% | +2.5% |
| 1Y | +3.8% | +9.5% | -5.8% | +3.8% |
| 3Y | +14.4% | +51.9% | -37.6% | +14.4% |
| 5Y | +20.1% | +78.7% | -58.6% | +20.1% |
| All | +20.3% | +93.7% | -73.4% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 CME 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