+20.3%
SGOV vs COP
+306.7%
-286.4%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | 0.0% | +2.3% | -2.3% | +0.1% |
| 30D | +0.3% | +8.6% | -8.3% | +0.3% |
| 3M | +0.9% | +19.9% | -18.9% | +0.9% |
| 6M | +1.8% | +19.0% | -17.2% | +1.9% |
| YTD | +2.5% | +50.0% | -47.4% | +2.6% |
| 1Y | +3.8% | +50.5% | -46.7% | +3.8% |
| 3Y | +14.4% | +25.2% | -10.8% | +14.4% |
| 5Y | +20.2% | +194.3% | -174.1% | +20.2% |
| All | +20.3% | +306.7% | -286.4% | +20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 10y: compounded portfolio wealth divided by compounded COP 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…
10y analysis · Full analysis span regression · 6 months rolling