+20.2%
SGOV vs P
+466.6%
-446.4%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.0% | +4.0% | 0.0% |
| 7D | +0.1% | +5.0% | -4.9% | +0.1% |
| 30D | +0.3% | -0.9% | +1.2% | +0.3% |
| 3M | +0.9% | +38.7% | -37.7% | +0.9% |
| 6M | +1.8% | +54.4% | -52.5% | +1.8% |
| YTD | +2.5% | +44.8% | -42.3% | +2.5% |
| 1Y | +3.8% | +22.5% | -18.8% | +3.8% |
| 3Y | +14.4% | +148.2% | -133.9% | +14.3% |
| 5Y | +20.2% | +268.9% | -248.8% | +20.1% |
| All | +20.2% | +466.6% | -446.4% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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