+20.2%
SGOV vs IR
+162.5%
-142.3%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | 0.0% |
| 7D | +0.1% | -1.9% | +2.0% | +0.1% |
| 30D | +0.3% | -15.0% | +15.3% | +0.3% |
| 3M | +0.9% | -0.4% | +1.4% | +0.9% |
| 6M | +1.8% | -15.0% | +16.9% | +1.8% |
| YTD | +2.5% | -7.1% | +9.6% | +2.5% |
| 1Y | +3.8% | -7.5% | +11.3% | +3.8% |
| 3Y | +14.4% | +6.3% | +8.1% | +14.3% |
| 5Y | +20.2% | +37.3% | -17.2% | +20.2% |
| All | +20.2% | +162.5% | -142.3% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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