+20.2%
SGOV vs MNDY
-49.8%
+70.0%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -1.9% | 0.0% |
| 7D | 0.0% | -4.6% | +4.7% | 0.0% |
| 30D | +0.3% | +1.0% | -0.7% | +0.3% |
| 3M | +0.9% | +9.1% | -8.2% | +0.9% |
| 6M | +1.8% | +14.2% | -12.4% | +1.8% |
| YTD | +2.5% | -41.1% | +43.7% | +2.5% |
| 1Y | +3.8% | -54.7% | +58.5% | +3.8% |
| 3Y | +14.4% | -50.6% | +64.9% | +14.4% |
| 5Y | +20.2% | -76.7% | +96.8% | +20.2% |
| All | +20.2% | -49.8% | +70.0% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MNDY.
Daily Out/Under-Performance
Portfolio return minus MNDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MNDY 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 MNDY 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