+696.9%
AVGO vs SGOV
+20.2%
+676.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.4% |
| 7D | +1.1% | 0.0% | +1.1% | +1.2% |
| 30D | -13.0% | +0.3% | -13.3% | -12.6% |
| 3M | -6.0% | +0.9% | -6.9% | -5.1% |
| 6M | +6.4% | +1.8% | +4.5% | +7.5% |
| YTD | +5.0% | +2.5% | +2.4% | +5.4% |
| 1Y | +1.4% | +3.8% | -2.4% | -0.4% |
| 3Y | +336.8% | +14.4% | +322.4% | +230.0% |
| All | +696.9% | +20.2% | +676.7% | +881.4% |
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 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