+21.0%
SGOV vs LIN
+182.6%
-161.6%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | 0.0% |
| 7D | +0.1% | +0.2% | -0.2% | +0.1% |
| 30D | +0.3% | +6.2% | -5.8% | +0.3% |
| 3M | +0.9% | +9.3% | -8.4% | +0.9% |
| 6M | +1.9% | +4.4% | -2.5% | +1.9% |
| YTD | +3.2% | +23.7% | -20.5% | +3.2% |
| 1Y | +3.7% | +23.5% | -19.7% | +3.7% |
| 3Y | +14.1% | +35.8% | -21.7% | +14.1% |
| 5Y | +20.9% | +65.9% | -44.9% | +21.0% |
| All | +21.0% | +182.6% | -161.6% | +21.1% |
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