+20.3%
SGOV vs SPG
+408.7%
-388.4%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | 0.0% | -1.2% | +1.2% | 0.0% |
| 30D | +0.3% | -6.1% | +6.4% | +0.3% |
| 3M | +0.9% | -3.6% | +4.6% | +0.9% |
| 6M | +1.8% | +10.4% | -8.6% | +1.8% |
| YTD | +2.5% | +14.4% | -11.8% | +2.5% |
| 1Y | +3.8% | +16.5% | -12.8% | +3.8% |
| 3Y | +14.4% | +106.8% | -92.4% | +14.4% |
| 5Y | +20.2% | +108.9% | -88.7% | +20.2% |
| All | +20.3% | +408.7% | -388.4% | +20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 10y: compounded portfolio wealth divided by compounded SPG 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…
10y analysis · Full analysis span regression · 6 months rolling