+20.1%
SGOV vs SMR
+1.6%
+18.5%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.6% | +5.6% | 0.0% |
| 7D | +0.1% | +4.7% | -4.6% | +0.1% |
| 30D | +0.3% | +3.2% | -2.9% | +0.3% |
| 3M | +0.9% | +9.9% | -9.0% | +0.9% |
| 6M | +1.8% | -15.1% | +17.0% | +1.8% |
| YTD | +2.5% | -27.9% | +30.5% | +2.5% |
| 1Y | +3.8% | -70.2% | +74.0% | +3.8% |
| 3Y | +14.4% | +72.5% | -58.1% | +14.4% |
| All | +20.1% | +1.6% | +18.5% | +20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 SMR 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