+3.1%
SGOV vs ONON
+3.9%
-0.8%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.8% | +2.8% | 0.0% |
| 7D | -0.3% | +14.5% | -14.7% | -0.2% |
| 30D | 0.0% | +13.3% | -13.3% | 0.0% |
| 3M | +0.3% | -1.7% | +2.0% | +0.3% |
| 6M | +1.2% | +8.5% | -7.3% | +1.2% |
| YTD | +2.5% | -19.2% | +21.7% | +2.5% |
| 1Y | +3.1% | +4.0% | -1.0% | +3.1% |
| All | +3.1% | +3.9% | -0.8% | +3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON 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 ONON 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