+14.4%
SGOV vs MA
+39.0%
-24.6%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | 0.0% |
| 7D | 0.0% | -1.7% | +1.8% | 0.0% |
| 30D | +0.3% | +1.7% | -1.4% | +0.3% |
| 3M | +0.9% | +17.2% | -16.3% | +0.9% |
| 6M | +1.8% | +13.3% | -11.5% | +1.9% |
| YTD | +2.5% | +0.2% | +2.3% | +2.5% |
| 1Y | +3.8% | -2.7% | +6.5% | +3.8% |
| 3Y | +14.4% | +39.1% | -24.7% | +14.5% |
| All | +14.4% | +39.0% | -24.6% | +14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MA.
Daily Out/Under-Performance
Portfolio return minus MA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MA 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 3y: compounded portfolio wealth divided by compounded MA 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…
3y analysis · Full analysis span regression · 6 months rolling