+20.3%
SGOV vs BB
+62.5%
-42.2%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.7% | 0.0% |
| 7D | +0.1% | -2.1% | +2.1% | +0.1% |
| 30D | +0.3% | -16.0% | +16.3% | +0.3% |
| 3M | +0.9% | -14.5% | +15.4% | +0.9% |
| 6M | +1.8% | +118.6% | -116.7% | +1.9% |
| YTD | +2.5% | +98.9% | -96.4% | +2.5% |
| 1Y | +3.8% | +99.5% | -95.7% | +3.8% |
| 3Y | +14.4% | +65.4% | -51.0% | +14.4% |
| 5Y | +20.1% | -27.6% | +47.8% | +20.2% |
| All | +20.3% | +62.5% | -42.2% | +20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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