+20.2%
SGOV vs STM
+118.0%
-97.8%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | 0.0% |
| 7D | +0.1% | +1.7% | -1.6% | +0.1% |
| 30D | +0.3% | -5.2% | +5.4% | +0.3% |
| 3M | +0.9% | -29.6% | +30.5% | +0.9% |
| 6M | +1.8% | +54.4% | -52.5% | +1.9% |
| YTD | +2.5% | +99.5% | -97.0% | +2.5% |
| 1Y | +3.8% | +100.8% | -97.0% | +3.8% |
| 3Y | +14.4% | +20.2% | -5.8% | +14.4% |
| 5Y | +20.2% | +21.1% | -1.0% | +20.2% |
| All | +20.2% | +118.0% | -97.8% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 STM 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