+661.9%
CAT vs SGOV
+20.3%
+641.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.9% |
| 7D | +0.6% | 0.0% | +0.5% | +1.0% |
| 30D | -4.3% | +0.3% | -4.6% | -1.8% |
| 3M | -8.6% | +0.9% | -9.6% | -1.3% |
| 6M | +16.1% | +1.8% | +14.3% | +33.7% |
| YTD | +43.8% | +2.5% | +41.2% | +72.6% |
| 1Y | +91.5% | +3.8% | +87.7% | +147.5% |
| 3Y | +202.7% | +14.4% | +188.3% | +592.5% |
| 5Y | +335.1% | +20.2% | +315.0% | +1,536.8% |
| All | +661.9% | +20.3% | +641.6% | +2,780.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling