+20.2%
SGOV vs STZ
-21.2%
+41.4%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | 0.0% |
| 7D | +0.1% | -6.0% | +6.1% | +0.1% |
| 30D | +0.3% | -8.9% | +9.2% | +0.3% |
| 3M | +0.9% | -12.6% | +13.5% | +0.9% |
| 6M | +1.8% | -17.2% | +19.0% | +1.8% |
| YTD | +2.5% | -10.0% | +12.5% | +2.5% |
| 1Y | +3.8% | -14.3% | +18.1% | +3.8% |
| 3Y | +14.4% | -49.9% | +64.3% | +14.3% |
| 5Y | +20.2% | -38.2% | +58.4% | +20.1% |
| All | +20.2% | -21.2% | +41.4% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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