+1,924.1%
STX vs SGOV
+20.2%
+1,903.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.6% |
| 7D | +8.0% | +0.1% | +7.9% | +8.2% |
| 30D | +5.1% | +0.3% | +4.8% | +6.3% |
| 3M | +5.8% | +0.9% | +4.8% | +8.8% |
| 6M | +124.9% | +1.8% | +123.1% | +134.7% |
| YTD | +213.9% | +2.5% | +211.4% | +230.2% |
| 1Y | +350.4% | +3.8% | +346.6% | +383.9% |
| 3Y | +1,314.2% | +14.4% | +1,299.8% | +1,846.5% |
| 5Y | +1,092.8% | +20.1% | +1,072.6% | +3,302.9% |
| All | +1,924.1% | +20.2% | +1,903.9% | +5,494.2% |
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