+20.2%
SGOV vs EXE
+182.2%
-162.0%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | 0.0% |
| 7D | 0.0% | -3.1% | +3.2% | 0.0% |
| 30D | +0.3% | -0.9% | +1.2% | +0.3% |
| 3M | +0.9% | +9.6% | -8.6% | +0.9% |
| 6M | +1.8% | -11.6% | +13.5% | +1.8% |
| YTD | +2.5% | -12.6% | +15.1% | +2.5% |
| 1Y | +3.8% | +1.2% | +2.6% | +3.8% |
| 3Y | +14.4% | +18.0% | -3.7% | +14.4% |
| 5Y | +20.2% | +101.1% | -80.9% | +20.2% |
| All | +20.2% | +182.2% | -162.0% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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