+69.9%
SHOP vs SGOV
+20.3%
+49.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -11.2% | 0.0% | -11.3% | -11.3% |
| 30D | -14.4% | +0.3% | -14.7% | -15.1% |
| 3M | +16.6% | +0.9% | +15.6% | +14.0% |
| 6M | -0.6% | +1.8% | -2.4% | -4.6% |
| YTD | -20.0% | +2.5% | -22.5% | -24.8% |
| 1Y | -11.2% | +3.8% | -15.0% | -20.1% |
| 3Y | +99.5% | +14.4% | +85.1% | -16.2% |
| 5Y | -13.2% | +20.2% | -33.4% | -73.7% |
| All | +69.9% | +20.3% | +49.6% | -48.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling