+14.3%
SGOV vs DASH
+135.3%
-120.9%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | 0.0% |
| 7D | +0.1% | -12.8% | +12.9% | +0.1% |
| 30D | +0.3% | -6.0% | +6.3% | +0.3% |
| 3M | +0.9% | +26.7% | -25.8% | +0.9% |
| 6M | +1.8% | +11.7% | -9.9% | +1.8% |
| YTD | +2.5% | -12.9% | +15.4% | +2.5% |
| 1Y | +3.8% | -23.1% | +26.9% | +3.8% |
| All | +14.3% | +135.3% | -120.9% | +14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DASH.
Daily Out/Under-Performance
Portfolio return minus DASH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DASH 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 3y: compounded portfolio wealth divided by compounded DASH 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…
3y analysis · Full analysis span regression · 6 months rolling