+20.3%
SGOV vs PSX
+325.2%
-304.9%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | 0.0% |
| 7D | 0.0% | +1.7% | -1.7% | 0.0% |
| 30D | +0.3% | +15.6% | -15.3% | +0.3% |
| 3M | +0.9% | +46.5% | -45.5% | +0.9% |
| 6M | +1.8% | +55.0% | -53.2% | +1.9% |
| YTD | +2.5% | +105.3% | -102.7% | +2.5% |
| 1Y | +3.8% | +101.6% | -97.8% | +3.8% |
| 3Y | +14.4% | +134.1% | -119.8% | +14.4% |
| 5Y | +20.2% | +368.7% | -348.5% | +20.2% |
| All | +20.3% | +325.2% | -304.9% | +20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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