+99.5%
SHOP vs SGOV
+14.4%
+85.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.9% |
| 7D | -11.2% | 0.0% | -11.3% | -10.9% |
| 30D | -14.4% | +0.3% | -14.7% | -12.4% |
| 3M | +16.6% | +0.9% | +15.6% | +25.3% |
| 6M | -0.6% | +1.8% | -2.4% | +15.8% |
| YTD | -20.0% | +2.5% | -22.5% | -1.7% |
| 1Y | -11.2% | +3.8% | -15.0% | +21.8% |
| 3Y | +99.5% | +14.4% | +85.1% | +17.5% |
| All | +99.5% | +14.4% | +85.1% | +17.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling