+20.6%
SGOV vs SW
+70.4%
-49.8%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +1.0% | 0.0% |
| 7D | -0.2% | +2.3% | -2.6% | -0.2% |
| 30D | 0.0% | +6.8% | -6.8% | 0.0% |
| 3M | +0.6% | -5.2% | +5.8% | +0.6% |
| 6M | +1.6% | +7.4% | -5.9% | +1.6% |
| YTD | +2.8% | +17.4% | -14.6% | +2.8% |
| 1Y | +3.4% | +27.1% | -23.7% | +3.4% |
| 3Y | +13.7% | +47.9% | -34.1% | +13.7% |
| 5Y | +20.5% | -2.6% | +23.1% | +20.5% |
| All | +20.6% | +70.4% | -49.8% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling