+3.1%
SGOV vs AMC
+38.0%
-34.9%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.3% | -7.3% | 0.0% |
| 7D | -0.2% | +17.7% | -18.0% | -0.3% |
| 30D | 0.0% | +26.2% | -26.2% | 0.0% |
| 3M | +0.3% | +31.3% | -31.0% | +0.3% |
| 6M | +1.2% | +142.8% | -141.5% | +1.2% |
| YTD | +2.5% | +125.6% | -123.2% | +2.5% |
| 1Y | +3.1% | +40.2% | -37.1% | +3.1% |
| All | +3.1% | +38.0% | -34.9% | +3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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