+136.0%
GOOG vs SGOV
+20.2%
+115.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | 0.0% | 0.0% | 0.0% | -0.1% |
| 30D | -2.0% | +0.3% | -2.3% | -2.8% |
| 3M | -5.9% | +0.9% | -6.8% | -8.1% |
| 6M | +8.9% | +1.8% | +7.1% | +3.6% |
| YTD | +7.1% | +2.5% | +4.6% | -1.0% |
| 1Y | +39.7% | +3.8% | +35.9% | +22.0% |
| 3Y | +145.8% | +14.4% | +131.5% | +15.6% |
| All | +136.0% | +20.2% | +115.9% | +50.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling