+39.8%
BKNG vs SGOV
+14.4%
+25.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -10.7% | +0.1% | -10.7% | -10.7% |
| 30D | -18.1% | +0.3% | -18.4% | -18.1% |
| 3M | +8.5% | +0.9% | +7.6% | +9.4% |
| 6M | -0.1% | +1.8% | -1.9% | +3.0% |
| YTD | -18.2% | +2.5% | -20.7% | -15.2% |
| 1Y | -19.9% | +3.8% | -23.6% | -15.9% |
| All | +39.8% | +14.4% | +25.5% | +28.1% |
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 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