+376.3%
GOOGL vs SGOV
+20.3%
+356.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.7% |
| 7D | 0.0% | 0.0% | 0.0% | -0.1% |
| 30D | -1.4% | +0.3% | -1.7% | -1.8% |
| 3M | -5.3% | +0.9% | -6.3% | -6.4% |
| 6M | +9.8% | +1.8% | +7.9% | +7.1% |
| YTD | +8.4% | +2.5% | +5.8% | +3.9% |
| 1Y | +41.2% | +3.8% | +37.4% | +30.7% |
| 3Y | +149.6% | +14.4% | +135.2% | +65.3% |
| 5Y | +142.6% | +20.2% | +122.4% | +109.9% |
| All | +376.3% | +20.3% | +356.0% | +296.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling