+20.3%
SGOV vs APTV
-40.0%
+60.3%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | 0.0% | -5.0% | +5.1% | 0.0% |
| 30D | +0.3% | -6.1% | +6.4% | +0.3% |
| 3M | +0.9% | -33.0% | +33.9% | +0.9% |
| 6M | +1.8% | -35.2% | +37.1% | +1.8% |
| YTD | +2.5% | -40.1% | +42.7% | +2.5% |
| 1Y | +3.8% | -45.6% | +49.4% | +3.8% |
| 3Y | +14.4% | -54.4% | +68.7% | +14.4% |
| 5Y | +20.2% | -68.9% | +89.1% | +20.2% |
| All | +20.3% | -40.0% | +60.3% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 all: compounded portfolio wealth divided by compounded APTV 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…
all analysis · Full analysis span regression · 6 months rolling