+1.1%
SGOV vs RAM
-75.8%
+76.9%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +20.5% | -20.6% | 0.0% |
| 7D | +0.1% | -8.0% | +8.1% | +0.1% |
| 30D | 0.0% | -40.4% | +40.4% | 0.0% |
| 3M | +0.6% | -37.0% | +37.7% | +0.6% |
| All | +1.1% | -75.8% | +76.9% | +1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RAM.
Daily Out/Under-Performance
Portfolio return minus RAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RAM 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 RAM 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 · Available span rolling