+73.1%
BAC vs SGOV
+20.2%
+52.9%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | 0.0% | 0.0% | 0.0% | +0.1% |
| 30D | -2.8% | +0.3% | -3.1% | -2.4% |
| 3M | +14.2% | +0.9% | +13.3% | +15.6% |
| 6M | +30.5% | +1.8% | +28.7% | +33.3% |
| YTD | +15.8% | +2.5% | +13.3% | +18.6% |
| 1Y | +26.2% | +3.8% | +22.4% | +30.6% |
| 3Y | +136.5% | +14.4% | +122.1% | +172.7% |
| All | +73.1% | +20.2% | +52.9% | +125.5% |
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