+14.4%
SGOV vs ON
-23.2%
+37.6%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +8.5% | -8.5% | 0.0% |
| 7D | 0.0% | +2.4% | -2.3% | +0.1% |
| 30D | +0.3% | -8.6% | +8.9% | +0.3% |
| 3M | +0.9% | -34.3% | +35.3% | +0.9% |
| 6M | +1.8% | +28.5% | -26.7% | +1.9% |
| YTD | +2.5% | +40.6% | -38.1% | +2.6% |
| 1Y | +3.8% | +55.3% | -51.5% | +3.8% |
| 3Y | +14.4% | -22.2% | +36.6% | +14.4% |
| All | +14.4% | -23.2% | +37.6% | +14.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling