+100.1%
UBER vs SGOV
+20.3%
+79.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -5.4% | 0.0% | -5.4% | -5.5% |
| 30D | -4.9% | +0.3% | -5.2% | -5.2% |
| 3M | +3.0% | +0.9% | +2.1% | +2.4% |
| 6M | -4.4% | +1.8% | -6.2% | -5.1% |
| YTD | -12.3% | +2.5% | -14.8% | -13.3% |
| 1Y | -24.3% | +3.8% | -28.1% | -26.0% |
| 3Y | +46.4% | +14.4% | +32.1% | +50.5% |
| 5Y | +79.7% | +20.2% | +59.5% | +251.1% |
| All | +100.1% | +20.3% | +79.8% | +302.0% |
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 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