+3.8%
SGOV vs COST
-5.0%
+8.8%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.2% | 0.0% |
| 7D | 0.0% | -1.2% | +1.2% | +0.1% |
| 30D | +0.3% | -4.7% | +5.0% | +0.3% |
| 3M | +0.9% | -7.1% | +8.1% | +0.9% |
| 6M | +1.8% | -8.5% | +10.4% | +1.8% |
| YTD | +2.5% | +5.4% | -2.8% | +2.5% |
| 1Y | +3.8% | -5.6% | +9.4% | +3.8% |
| All | +3.8% | -5.0% | +8.8% | +3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COST.
Daily Out/Under-Performance
Portfolio return minus COST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COST 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 1y: compounded portfolio wealth divided by compounded COST 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…
1y analysis · Full analysis span regression · 6 months rolling