+114.4%
META vs SGOV
+14.3%
+100.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | 0.0% | +6.5% | +6.6% |
| 7D | +10.3% | +0.1% | +10.2% | +10.8% |
| 30D | +9.9% | +0.3% | +9.6% | +12.1% |
| 3M | +11.9% | +0.9% | +11.0% | +20.1% |
| 6M | +1.2% | +1.8% | -0.7% | +16.6% |
| YTD | -0.8% | +2.5% | -3.3% | +18.4% |
| 1Y | -14.3% | +3.8% | -18.1% | +9.4% |
| All | +114.4% | +14.3% | +100.1% | +360.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling