+20.3%
SGOV vs ON
+325.8%
-305.5%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.2% | 0.0% |
| 7D | +0.1% | -4.7% | +4.8% | +0.1% |
| 30D | +0.3% | -13.5% | +13.8% | +0.3% |
| 3M | +0.9% | -36.3% | +37.2% | +0.9% |
| 6M | +1.8% | +17.8% | -15.9% | +1.9% |
| YTD | +2.5% | +29.6% | -27.1% | +2.5% |
| 1Y | +3.8% | +45.8% | -42.0% | +3.8% |
| 3Y | +14.4% | -28.3% | +42.7% | +14.4% |
| 5Y | +20.1% | +49.6% | -29.5% | +20.2% |
| All | +20.3% | +325.8% | -305.5% | +20.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling