+37.7%
GOOG vs SGOV
+3.8%
+33.9%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.0% | +3.2% |
| 7D | +3.1% | +0.1% | +3.0% | +4.0% |
| 30D | +0.7% | +0.3% | +0.4% | +5.0% |
| 3M | -3.4% | +0.9% | -4.3% | +15.6% |
| 6M | +14.8% | +1.8% | +13.0% | +69.6% |
| YTD | +10.4% | +2.5% | +7.8% | +80.5% |
| All | +37.7% | +3.8% | +33.9% | +179.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling