+3.1%
SGOV vs ARM
+18.4%
-15.3%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.3% | +5.3% | 0.0% |
| 7D | -0.2% | -18.7% | +18.4% | -0.3% |
| 30D | 0.0% | -36.7% | +36.7% | 0.0% |
| 3M | +0.3% | -31.6% | +32.0% | +0.3% |
| 6M | +1.2% | -5.6% | +6.9% | +1.3% |
| YTD | +2.5% | +75.5% | -73.0% | +2.5% |
| 1Y | +3.1% | +19.3% | -16.2% | +3.2% |
| All | +3.1% | +18.4% | -15.3% | +3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ARM.
Daily Out/Under-Performance
Portfolio return minus ARM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARM 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 ARM 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