+14.4%
SGOV vs TRV
+146.6%
-132.2%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | 0.0% |
| 7D | 0.0% | +1.9% | -1.9% | +0.1% |
| 30D | +0.3% | +1.7% | -1.4% | +0.3% |
| 3M | +0.9% | +23.9% | -22.9% | +0.9% |
| 6M | +1.8% | +26.3% | -24.4% | +1.9% |
| YTD | +2.5% | +30.8% | -28.3% | +2.6% |
| 1Y | +3.8% | +36.3% | -32.5% | +3.8% |
| 3Y | +14.4% | +145.0% | -130.6% | +14.4% |
| All | +14.4% | +146.6% | -132.2% | +14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 3y: compounded portfolio wealth divided by compounded TRV 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…
3y analysis · Full analysis span regression · 6 months rolling