+136.5%
BAC vs SGOV
+14.4%
+122.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | 0.0% | 0.0% | 0.0% | 0.0% |
| 30D | -2.8% | +0.3% | -3.1% | -3.0% |
| 3M | +14.2% | +0.9% | +13.3% | +13.5% |
| 6M | +30.5% | +1.8% | +28.7% | +27.7% |
| YTD | +15.8% | +2.5% | +13.3% | +11.1% |
| 1Y | +26.2% | +3.8% | +22.4% | +18.4% |
| 3Y | +136.5% | +14.4% | +122.1% | -24.2% |
| All | +136.5% | +14.4% | +122.1% | -24.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling