+20.3%
SGOV vs MOD
+3,225.8%
-3,205.5%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.6% | +3.6% | 0.0% |
| 7D | +0.1% | -3.9% | +4.0% | +0.1% |
| 30D | +0.3% | -9.6% | +9.9% | +0.3% |
| 3M | +0.9% | -30.6% | +31.5% | +0.9% |
| 6M | +1.8% | -10.9% | +12.8% | +1.8% |
| YTD | +2.5% | +34.3% | -31.7% | +2.5% |
| 1Y | +3.8% | +18.3% | -14.5% | +3.8% |
| 3Y | +14.4% | +281.9% | -267.5% | +14.3% |
| 5Y | +20.1% | +1,486.4% | -1,466.2% | +20.1% |
| All | +20.3% | +3,225.8% | -3,205.5% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 10y: compounded portfolio wealth divided by compounded MOD 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…
10y analysis · Full analysis span regression · 6 months rolling