+20.2%
SGOV vs COP
+304.3%
-284.0%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | 0.0% |
| 7D | +0.1% | -0.5% | +0.6% | +0.1% |
| 30D | +0.3% | +11.7% | -11.4% | +0.3% |
| 3M | +0.9% | +17.7% | -16.8% | +0.9% |
| 6M | +1.8% | +18.3% | -16.5% | +1.8% |
| YTD | +2.5% | +49.1% | -46.6% | +2.5% |
| 1Y | +3.8% | +53.3% | -49.5% | +3.8% |
| 3Y | +14.4% | +22.2% | -7.8% | +14.4% |
| 5Y | +20.2% | +193.3% | -173.2% | +20.1% |
| All | +20.2% | +304.3% | -284.0% | +20.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling