+20.6%
SGOV vs SW
+70.8%
-50.2%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | +0.1% | +1.8% | -1.8% | +0.1% |
| 30D | 0.0% | +7.0% | -7.0% | 0.0% |
| 3M | +0.6% | -7.6% | +8.3% | +0.6% |
| 6M | +1.5% | +8.5% | -7.0% | +1.5% |
| YTD | +2.8% | +17.7% | -14.8% | +2.8% |
| 1Y | +3.4% | +27.1% | -23.7% | +3.4% |
| 3Y | +13.7% | +48.2% | -34.5% | +13.7% |
| 5Y | +20.5% | -2.3% | +22.9% | +20.5% |
| All | +20.6% | +70.8% | -50.2% | +20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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