+20.2%
SGOV vs DOC
+15.9%
+4.3%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | 0.0% |
| 7D | +0.1% | -1.5% | +1.6% | +0.1% |
| 30D | +0.3% | -3.7% | +4.0% | +0.3% |
| 3M | +0.9% | +5.2% | -4.3% | +0.9% |
| 6M | +1.8% | +22.5% | -20.7% | +1.8% |
| YTD | +2.5% | +33.2% | -30.7% | +2.5% |
| 1Y | +3.8% | +19.8% | -16.0% | +3.8% |
| 3Y | +14.3% | +23.8% | -9.4% | +14.3% |
| 5Y | +20.1% | -25.4% | +45.5% | +20.1% |
| All | +20.2% | +15.9% | +4.3% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 10y: compounded portfolio wealth divided by compounded DOC 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…
10y analysis · Full analysis span regression · 6 months rolling