+67.0%
SHOP vs SGOV
+20.2%
+46.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.2% | -0.2% |
| 7D | -13.2% | +0.1% | -13.3% | -13.4% |
| 30D | -17.0% | +0.3% | -17.3% | -17.7% |
| 3M | +17.0% | +0.9% | +16.1% | +14.4% |
| 6M | -2.1% | +1.8% | -4.0% | -6.0% |
| YTD | -21.4% | +2.5% | -23.9% | -26.1% |
| 1Y | -11.0% | +3.8% | -14.8% | -19.8% |
| 3Y | +100.9% | +14.4% | +86.6% | -15.4% |
| 5Y | -14.7% | +20.1% | -34.8% | -74.0% |
| All | +67.0% | +20.2% | +46.8% | -49.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling