+113.5%
CSCO vs SGOV
+14.4%
+99.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | 0.0% | +4.3% | +4.5% |
| 7D | +2.7% | 0.0% | +2.6% | +3.1% |
| 30D | -9.5% | +0.3% | -9.8% | -7.1% |
| 3M | -7.6% | +0.9% | -8.6% | +0.1% |
| 6M | +44.9% | +1.8% | +43.0% | +67.5% |
| YTD | +47.7% | +2.5% | +45.1% | +78.0% |
| 1Y | +69.1% | +3.8% | +65.3% | +119.5% |
| 3Y | +113.5% | +14.4% | +99.1% | +533.6% |
| All | +113.5% | +14.4% | +99.1% | +533.6% |
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