+20.3%
SGOV vs ECL
+36.5%
-16.3%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | +0.1% | -2.6% | +2.7% | +0.1% |
| 30D | +0.3% | -4.6% | +4.9% | +0.3% |
| 3M | +0.9% | +6.0% | -5.0% | +0.9% |
| 6M | +1.8% | -3.0% | +4.8% | +1.8% |
| YTD | +2.5% | +4.0% | -1.5% | +2.5% |
| 1Y | +3.8% | +2.0% | +1.8% | +3.8% |
| 3Y | +14.4% | +53.9% | -39.6% | +14.4% |
| 5Y | +20.1% | +27.1% | -7.0% | +20.2% |
| All | +20.3% | +36.5% | -16.3% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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