+188.9%
AMAT vs SGOV
+3.8%
+185.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.3% | +6.4% |
| 7D | -1.5% | +0.1% | -1.6% | +3.3% |
| 30D | -14.8% | +0.3% | -15.1% | +2.1% |
| 3M | -9.3% | +1.0% | -10.2% | +41.7% |
| 6M | +27.4% | +1.9% | +25.5% | +159.0% |
| YTD | +77.6% | +2.5% | +75.1% | +336.1% |
| 1Y | +188.9% | +3.8% | +185.1% | +1,351.2% |
| All | +188.9% | +3.8% | +185.1% | +1,351.2% |
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 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