+52.1%
JNJ vs SGOV
+3.8%
+48.3%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.2% |
| 7D | -3.5% | 0.0% | -3.6% | -3.3% |
| 30D | +2.3% | +0.3% | +2.0% | +4.0% |
| 3M | +12.0% | +0.9% | +11.0% | +21.2% |
| 6M | +10.5% | +1.8% | +8.6% | +33.2% |
| YTD | +30.4% | +2.5% | +27.9% | +66.6% |
| 1Y | +52.1% | +3.8% | +48.4% | +87.3% |
| All | +52.1% | +3.8% | +48.3% | +87.3% |
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