+1,848.7%
STX vs SGOV
+20.3%
+1,828.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | 0.0% | -3.7% | -3.7% |
| 7D | -2.3% | 0.0% | -2.3% | -2.1% |
| 30D | -5.5% | +0.3% | -5.8% | -4.4% |
| 3M | -4.3% | +0.9% | -5.2% | -1.5% |
| 6M | +115.6% | +1.8% | +113.8% | +125.0% |
| YTD | +202.2% | +2.5% | +199.7% | +218.1% |
| 1Y | +325.3% | +3.8% | +321.5% | +357.1% |
| 3Y | +1,283.9% | +14.4% | +1,269.5% | +1,804.3% |
| 5Y | +1,048.3% | +20.2% | +1,028.1% | +3,177.3% |
| All | +1,848.7% | +20.3% | +1,828.4% | +5,286.0% |
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