+20.1%
SGOV vs NET
+112.9%
-92.8%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | 0.0% |
| 7D | +0.1% | -7.0% | +7.1% | +0.1% |
| 30D | +0.3% | -4.8% | +5.1% | +0.3% |
| 3M | +1.0% | +3.8% | -2.9% | +1.0% |
| 6M | +1.9% | +50.0% | -48.2% | +1.9% |
| YTD | +2.5% | +41.5% | -39.0% | +2.5% |
| 1Y | +3.8% | +32.8% | -29.0% | +3.8% |
| 3Y | +14.4% | +335.9% | -321.4% | +14.4% |
| All | +20.1% | +112.9% | -92.8% | +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