+3.1%
SGOV vs ON
+41.6%
-38.5%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | 0.0% |
| 7D | -0.2% | -5.8% | +5.6% | -0.3% |
| 30D | 0.0% | -17.1% | +17.1% | 0.0% |
| 3M | +0.3% | -11.8% | +12.1% | +0.3% |
| 6M | +1.2% | -30.2% | +31.4% | +1.2% |
| YTD | +2.5% | +31.6% | -29.1% | +2.5% |
| 1Y | +3.1% | +47.6% | -44.5% | +3.2% |
| All | +3.1% | +41.6% | -38.5% | +3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ON.
Daily Out/Under-Performance
Portfolio return minus ON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ON 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 1y: compounded portfolio wealth divided by compounded ON 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…
1y analysis · Full analysis span regression · 6 months rolling