+127.8%
AAPL vs SGOV
+20.2%
+107.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.8% |
| 7D | +3.8% | 0.0% | +3.8% | +3.9% |
| 30D | +9.9% | +0.3% | +9.6% | +10.3% |
| 3M | +12.5% | +0.9% | +11.6% | +13.9% |
| 6M | +27.6% | +1.8% | +25.8% | +31.6% |
| YTD | +22.6% | +2.5% | +20.0% | +27.4% |
| 1Y | +45.0% | +3.8% | +41.2% | +52.7% |
| 3Y | +87.8% | +14.4% | +73.4% | +140.3% |
| All | +127.8% | +20.2% | +107.6% | +342.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling