+197.4%
BAC vs SGOV
+20.2%
+177.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -0.3% | +0.1% | -0.3% | -0.1% |
| 30D | -1.8% | +0.3% | -2.0% | -1.2% |
| 3M | +15.3% | +0.9% | +14.4% | +17.6% |
| 6M | +30.2% | +1.8% | +28.3% | +35.3% |
| YTD | +15.6% | +2.5% | +13.1% | +21.3% |
| 1Y | +27.5% | +3.8% | +23.7% | +37.0% |
| 3Y | +137.0% | +14.4% | +122.7% | +225.9% |
| 5Y | +75.6% | +20.1% | +55.4% | +183.5% |
| All | +197.4% | +20.2% | +177.1% | +364.7% |
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