0.0%
SHOP vs SGOV
+3.8%
-3.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.6% | -0.1% |
| 7D | -5.1% | +0.1% | -5.2% | -4.2% |
| 30D | +0.6% | +0.3% | +0.3% | +4.1% |
| 3M | +25.0% | +1.0% | +24.1% | +41.7% |
| 6M | +11.9% | +1.9% | +10.0% | +55.0% |
| YTD | -9.9% | +2.5% | -12.4% | +35.2% |
| 1Y | 0.0% | +3.8% | -3.9% | +126.2% |
| All | 0.0% | +3.8% | -3.9% | +126.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SGOV.
Daily Out/Under-Performance
Portfolio return minus SGOV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGOV 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 1y: compounded portfolio wealth divided by compounded SGOV 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…
1y analysis · Full analysis span regression · 6 months rolling