+1.8%
SGOV vs DIA
+10.9%
-9.1%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -0.9% | 0.0% |
| 7D | 0.0% | -1.6% | +1.6% | 0.0% |
| 30D | +0.3% | -2.0% | +2.3% | +0.3% |
| 3M | +0.9% | +3.6% | -2.7% | +1.0% |
| 6M | +1.8% | +11.5% | -9.7% | +1.9% |
| All | +1.8% | +10.9% | -9.1% | +1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DIA.
Daily Out/Under-Performance
Portfolio return minus DIA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DIA 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 6mo: compounded portfolio wealth divided by compounded DIA 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…
6mo analysis · Full analysis span regression · 6 months rolling