+262.0%
AMAT vs SGOV
+20.1%
+241.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.7% |
| 7D | +6.9% | +0.1% | +6.9% | +7.6% |
| 30D | -10.1% | +0.3% | -10.4% | -7.6% |
| 3M | -6.0% | +0.9% | -6.9% | +1.5% |
| 6M | +38.6% | +1.8% | +36.8% | +57.4% |
| YTD | +83.1% | +2.5% | +80.6% | +114.7% |
| 1Y | +188.3% | +3.8% | +184.6% | +259.5% |
| 3Y | +225.3% | +14.4% | +211.0% | +284.2% |
| 5Y | +262.0% | +20.2% | +241.8% | +545.7% |
| All | +262.0% | +20.1% | +241.8% | +545.7% |
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