+15.1%
SGOV vs SN
+476.8%
-461.7%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.3% | +3.3% | 0.0% |
| 7D | +0.1% | -3.4% | +3.5% | +0.1% |
| 30D | +0.3% | -9.1% | +9.4% | +0.3% |
| 3M | +0.9% | +31.8% | -30.8% | +0.9% |
| 6M | +1.8% | +52.0% | -50.2% | +1.8% |
| YTD | +2.5% | +51.3% | -48.8% | +2.5% |
| 1Y | +3.8% | +46.9% | -43.1% | +3.8% |
| 3Y | +14.4% | +394.9% | -380.6% | +14.4% |
| All | +15.1% | +476.8% | -461.7% | +15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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