+20.5%
SGOV vs DASH
-18.7%
+39.2%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +0.1% | -10.2% | +10.3% | +0.1% |
| 30D | 0.0% | -8.2% | +8.2% | 0.0% |
| 3M | +0.6% | -15.9% | +16.5% | +0.6% |
| 6M | +1.5% | +13.3% | -11.8% | +1.5% |
| YTD | +2.8% | -21.3% | +24.1% | +2.8% |
| 1Y | +3.4% | -11.1% | +14.5% | +3.4% |
| 3Y | +13.7% | +103.8% | -90.1% | +13.7% |
| 5Y | +20.5% | -21.6% | +42.2% | +20.5% |
| All | +20.5% | -18.7% | +39.2% | +20.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling