+20.1%
SGOV vs NET
+13.2%
+6.9%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -8.3% | +8.3% | 0.0% |
| 7D | -0.3% | -21.2% | +20.9% | -0.3% |
| 30D | 0.0% | -31.1% | +31.1% | 0.0% |
| 3M | +0.3% | -16.5% | +16.8% | +0.3% |
| 6M | +1.2% | 0.0% | +1.2% | +1.2% |
| YTD | +2.5% | +24.0% | -21.6% | +2.5% |
| 1Y | +3.1% | +7.0% | -3.9% | +3.1% |
| 3Y | +13.4% | +279.6% | -266.2% | +13.4% |
| 5Y | +20.1% | +24.0% | -3.9% | +20.1% |
| All | +20.1% | +13.2% | +6.9% | +20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NET.
Daily Out/Under-Performance
Portfolio return minus NET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NET 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 5y: compounded portfolio wealth divided by compounded NET 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…
5y analysis · Full analysis span regression · 6 months rolling