+20.6%
SGOV vs DOC
+16.6%
+4.1%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | 0.0% |
| 7D | +0.1% | +4.3% | -4.3% | +0.1% |
| 30D | 0.0% | +9.2% | -9.1% | 0.0% |
| 3M | +0.6% | -0.8% | +1.5% | +0.6% |
| 6M | +1.6% | +7.1% | -5.5% | +1.6% |
| YTD | +2.9% | +34.0% | -31.1% | +2.9% |
| 1Y | +3.4% | +23.2% | -19.8% | +3.4% |
| 3Y | +13.7% | +53.6% | -39.9% | +13.7% |
| 5Y | +20.5% | -20.4% | +41.0% | +20.5% |
| All | +20.6% | +16.6% | +4.1% | +20.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling