+795.3%
AMAT vs SGOV
+20.2%
+775.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | 0.0% | +4.0% | +4.1% |
| 7D | +7.0% | +0.1% | +6.9% | +7.7% |
| 30D | -12.2% | +0.3% | -12.5% | -9.8% |
| 3M | -3.8% | +0.9% | -4.8% | +3.5% |
| 6M | +45.9% | +1.8% | +44.1% | +65.7% |
| YTD | +84.6% | +2.5% | +82.1% | +117.5% |
| 1Y | +193.4% | +3.8% | +189.6% | +272.1% |
| 3Y | +228.1% | +14.3% | +213.7% | +391.6% |
| 5Y | +268.9% | +20.1% | +248.8% | +684.7% |
| All | +795.3% | +20.2% | +775.1% | +1,735.4% |
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