+621.4%
AMAT vs SGOV
+21.0%
+600.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.6% | -3.5% |
| 7D | +19.3% | +0.1% | +19.2% | +20.0% |
| 30D | -17.9% | +0.3% | -18.3% | -15.7% |
| 3M | -30.4% | +0.9% | -31.4% | -24.7% |
| 6M | -11.4% | +1.9% | -13.3% | +2.3% |
| YTD | +48.8% | +3.2% | +45.6% | +85.2% |
| 1Y | +66.0% | +3.7% | +62.3% | +113.4% |
| 3Y | +158.8% | +14.1% | +144.7% | +294.1% |
| 5Y | +153.2% | +20.9% | +132.2% | +469.1% |
| All | +621.4% | +21.0% | +600.3% | +1,462.8% |
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