+20.2%
SGOV vs JD
-43.1%
+63.4%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | 0.0% |
| 7D | +0.1% | -3.0% | +3.1% | +0.1% |
| 30D | +0.3% | -19.3% | +19.6% | +0.3% |
| 3M | +0.9% | -6.0% | +7.0% | +0.9% |
| 6M | +1.8% | +1.8% | 0.0% | +1.8% |
| YTD | +2.5% | -2.6% | +5.1% | +2.5% |
| 1Y | +3.8% | -17.4% | +21.2% | +3.8% |
| 3Y | +14.4% | -8.6% | +23.0% | +14.4% |
| 5Y | +20.2% | -61.6% | +81.8% | +20.1% |
| All | +20.2% | -43.1% | +63.4% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 JD 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