+107.8%
AMZN vs SGOV
+20.3%
+87.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | -0.7% | 0.0% | -0.7% | -0.7% |
| 30D | -3.9% | +0.3% | -4.2% | -4.0% |
| 3M | +6.3% | +0.9% | +5.4% | +6.4% |
| 6M | +20.8% | +1.8% | +18.9% | +21.3% |
| YTD | +11.2% | +2.5% | +8.7% | +11.1% |
| 1Y | +11.7% | +3.8% | +7.9% | +10.5% |
| 3Y | +79.4% | +14.4% | +65.1% | +60.1% |
| 5Y | +48.0% | +20.2% | +27.9% | +128.9% |
| All | +107.8% | +20.3% | +87.6% | +220.4% |
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