+2,977.3%
BE vs SGOV
+20.2%
+2,957.0%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.0% | -3.9% |
| 7D | +9.7% | +0.1% | +9.7% | +10.3% |
| 30D | +22.4% | +0.3% | +22.1% | +25.3% |
| 3M | +10.4% | +0.9% | +9.4% | +18.1% |
| 6M | +67.9% | +1.8% | +66.0% | +87.0% |
| YTD | +197.5% | +2.5% | +195.0% | +233.7% |
| 1Y | +310.6% | +3.8% | +306.8% | +378.7% |
| 3Y | +1,657.2% | +14.4% | +1,642.9% | +7,060.1% |
| 5Y | +1,218.2% | +20.1% | +1,198.0% | +17,810.3% |
| All | +2,977.3% | +20.2% | +2,957.0% | +36,878.1% |
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