+20.2%
SGOV vs AFRM
-21.4%
+41.6%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.1% | -5.1% | 0.0% |
| 7D | 0.0% | -1.3% | +1.3% | 0.0% |
| 30D | +0.3% | -2.7% | +3.0% | +0.3% |
| 3M | +0.9% | +7.4% | -6.5% | +0.9% |
| 6M | +1.8% | +40.7% | -38.8% | +1.8% |
| YTD | +2.5% | -4.0% | +6.6% | +2.5% |
| 1Y | +3.8% | -12.2% | +16.0% | +3.8% |
| 3Y | +14.4% | +203.1% | -188.7% | +14.4% |
| 5Y | +20.2% | -42.2% | +62.4% | +20.2% |
| All | +20.2% | -21.4% | +41.6% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 10y: compounded portfolio wealth divided by compounded AFRM 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…
10y analysis · Full analysis span regression · 6 months rolling