+1.9%
SGOV vs MP
-40.2%
+42.1%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.5% | -3.5% | 0.0% |
| 7D | +0.1% | +9.5% | -9.4% | +0.1% |
| 30D | +0.3% | -3.0% | +3.3% | +0.3% |
| 3M | +1.0% | -30.4% | +31.3% | +1.0% |
| 6M | +1.9% | -39.2% | +41.1% | +1.9% |
| All | +1.9% | -40.2% | +42.1% | +1.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling