+20.2%
SGOV vs STRL
+5,329.3%
-5,309.0%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | 0.0% |
| 7D | +0.1% | +8.2% | -8.1% | +0.1% |
| 30D | +0.3% | -6.3% | +6.6% | +0.3% |
| 3M | +0.9% | -41.2% | +42.1% | +0.9% |
| 6M | +1.8% | +20.4% | -18.5% | +1.8% |
| YTD | +2.5% | +61.7% | -59.2% | +2.5% |
| 1Y | +3.8% | +72.7% | -68.9% | +3.8% |
| 3Y | +14.4% | +530.9% | -516.6% | +14.4% |
| 5Y | +20.2% | +2,125.4% | -2,105.2% | +20.1% |
| All | +20.2% | +5,329.3% | -5,309.0% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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