+20.3%
SGOV vs APH
+638.5%
-618.2%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.6% | -4.6% | 0.0% |
| 7D | 0.0% | +1.4% | -1.3% | +0.1% |
| 30D | +0.3% | -1.2% | +1.6% | +0.3% |
| 3M | +0.9% | +10.3% | -9.3% | +0.9% |
| 6M | +1.8% | +25.2% | -23.3% | +1.9% |
| YTD | +2.5% | +24.6% | -22.1% | +2.5% |
| 1Y | +3.8% | +41.4% | -37.7% | +3.8% |
| 3Y | +14.4% | +297.8% | -283.4% | +14.4% |
| 5Y | +20.2% | +366.0% | -345.8% | +20.2% |
| All | +20.3% | +638.5% | -618.2% | +20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside APH.
Daily Out/Under-Performance
Portfolio return minus APH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APH 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 APH 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