-17.3%
META vs SGOV
+3.8%
-21.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.7% |
| 7D | +6.7% | +0.1% | +6.6% | +8.4% |
| 30D | +4.8% | +0.3% | +4.4% | +12.1% |
| 3M | -1.6% | +1.0% | -2.6% | +25.4% |
| 6M | -7.5% | +1.9% | -9.3% | +55.0% |
| YTD | -6.4% | +2.5% | -8.9% | +71.2% |
| 1Y | -17.3% | +3.8% | -21.2% | +90.4% |
| All | -17.3% | +3.8% | -21.2% | +90.4% |
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