+20.1%
SGOV vs AFRM
-38.8%
+59.0%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | +0.1% | -8.5% | +8.6% | +0.1% |
| 30D | +0.3% | -11.4% | +11.7% | +0.3% |
| 3M | +0.9% | +8.2% | -7.3% | +0.9% |
| 6M | +1.8% | +36.6% | -34.8% | +1.8% |
| YTD | +2.5% | -8.7% | +11.2% | +2.5% |
| 1Y | +3.8% | -19.9% | +23.7% | +3.8% |
| 3Y | +14.4% | +202.6% | -188.2% | +14.4% |
| 5Y | +20.1% | -45.0% | +65.2% | +20.1% |
| All | +20.1% | -38.8% | +59.0% | +20.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling