+20.2%
SGOV vs Z
-44.5%
+64.7%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | 0.0% |
| 7D | +0.1% | -7.1% | +7.1% | +0.1% |
| 30D | +0.3% | -4.8% | +5.1% | +0.3% |
| 3M | +0.9% | -9.3% | +10.3% | +0.9% |
| 6M | +1.8% | -29.0% | +30.8% | +1.8% |
| YTD | +2.5% | -52.9% | +55.4% | +2.5% |
| 1Y | +3.8% | -63.1% | +66.9% | +3.8% |
| 3Y | +14.4% | -36.9% | +51.2% | +14.4% |
| 5Y | +20.2% | -65.5% | +85.6% | +20.2% |
| All | +20.2% | -44.5% | +64.7% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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