+20.3%
SGOV vs MP
+410.2%
-389.9%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | 0.0% |
| 7D | 0.0% | -7.4% | +7.4% | 0.0% |
| 30D | +0.3% | -6.7% | +7.0% | +0.3% |
| 3M | +0.9% | -11.7% | +12.6% | +0.9% |
| 6M | +1.8% | -18.9% | +20.7% | +1.8% |
| YTD | +2.5% | 0.0% | +2.6% | +2.5% |
| 1Y | +3.8% | -19.9% | +23.6% | +3.8% |
| 3Y | +14.4% | +133.4% | -119.0% | +14.4% |
| 5Y | +20.2% | +48.1% | -27.9% | +20.2% |
| All | +20.3% | +410.2% | -389.9% | +20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 MP 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