-4.9%
SHOP vs SGOV
+3.1%
-8.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | 0.0% | +7.3% | +7.3% |
| 7D | -9.0% | -0.2% | -8.8% | -9.1% |
| 30D | -4.4% | 0.0% | -4.4% | -3.7% |
| 3M | +24.1% | +0.3% | +23.8% | +28.3% |
| 6M | +20.0% | +1.2% | +18.7% | +38.1% |
| YTD | -4.9% | +2.5% | -7.4% | +28.1% |
| 1Y | -4.9% | +3.1% | -8.0% | +41.6% |
| All | -4.9% | +3.1% | -8.0% | +41.6% |
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