+20.2%
SGOV vs SGI
+47.3%
-27.1%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | 0.0% |
| 7D | 0.0% | -4.5% | +4.5% | 0.0% |
| 30D | +0.3% | +4.2% | -3.9% | +0.3% |
| 3M | +0.9% | -7.4% | +8.4% | +0.9% |
| 6M | +1.8% | -15.1% | +16.9% | +1.8% |
| YTD | +2.5% | -24.7% | +27.2% | +2.5% |
| 1Y | +3.8% | -21.8% | +25.5% | +3.8% |
| 3Y | +14.4% | +50.0% | -35.7% | +14.4% |
| All | +20.2% | +47.3% | -27.1% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 5y: compounded portfolio wealth divided by compounded SGI 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…
5y analysis · Full analysis span regression · 6 months rolling