+20.2%
SGOV vs COP
+189.9%
-169.7%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% |
| All | +20.2% | +189.9% | -169.7% | +20.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling