+61.4%
AMAT vs SGOV
+3.1%
+58.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.3% | -3.3% |
| 7D | -11.2% | -0.2% | -11.0% | -11.4% |
| 30D | -31.9% | 0.0% | -31.9% | -29.0% |
| 3M | -32.3% | +0.3% | -32.7% | -11.3% |
| 6M | -5.4% | +1.2% | -6.6% | +56.1% |
| YTD | +44.3% | +2.5% | +41.8% | +148.4% |
| 1Y | +61.4% | +3.1% | +58.3% | +135.9% |
| All | +61.4% | +3.1% | +58.3% | +135.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling