+14.4%
SGOV vs APD
+5.0%
+9.3%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | 0.0% |
| 7D | 0.0% | -3.3% | +3.3% | +0.1% |
| 30D | +0.3% | -4.2% | +4.5% | +0.3% |
| 3M | +0.9% | +5.4% | -4.5% | +0.9% |
| 6M | +1.8% | +6.3% | -4.4% | +1.8% |
| YTD | +2.5% | +20.3% | -17.8% | +2.5% |
| 1Y | +3.8% | +1.6% | +2.2% | +3.8% |
| 3Y | +14.4% | +4.0% | +10.4% | +14.3% |
| All | +14.4% | +5.0% | +9.3% | +14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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