+20.3%
SGOV vs MRK
+130.4%
-110.1%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | 0.0% |
| 7D | +0.1% | -3.6% | +3.7% | +0.1% |
| 30D | +0.3% | +6.6% | -6.4% | +0.3% |
| 3M | +0.9% | +22.5% | -21.6% | +0.9% |
| 6M | +1.8% | +27.1% | -25.3% | +1.8% |
| YTD | +2.5% | +39.6% | -37.1% | +2.5% |
| 1Y | +3.8% | +80.8% | -77.0% | +3.8% |
| 3Y | +14.3% | +45.8% | -31.5% | +14.3% |
| 5Y | +20.2% | +132.7% | -112.5% | +20.2% |
| All | +20.3% | +130.4% | -110.1% | +20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MRK.
Daily Out/Under-Performance
Portfolio return minus MRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRK 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 MRK 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