+20.6%
SGOV vs LIN
+182.2%
-161.6%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.2% | 0.0% |
| 7D | +0.1% | +2.0% | -1.9% | +0.1% |
| 30D | 0.0% | +7.9% | -7.8% | 0.0% |
| 3M | +0.6% | +6.3% | -5.7% | +0.6% |
| 6M | +1.6% | +6.5% | -4.9% | +1.6% |
| YTD | +2.9% | +23.6% | -20.7% | +2.9% |
| 1Y | +3.4% | +25.7% | -22.3% | +3.4% |
| 3Y | +13.7% | +35.6% | -21.9% | +13.7% |
| 5Y | +20.5% | +65.9% | -45.3% | +20.6% |
| All | +20.6% | +182.2% | -161.6% | +20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LIN.
Daily Out/Under-Performance
Portfolio return minus LIN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LIN 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 LIN 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