+20.2%
SGOV vs CAG
-43.1%
+63.3%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | 0.0% |
| 7D | 0.0% | -5.7% | +5.7% | +0.1% |
| 30D | +0.3% | -2.4% | +2.7% | +0.3% |
| 3M | +0.9% | +9.8% | -8.9% | +0.9% |
| 6M | +1.8% | -10.8% | +12.7% | +1.8% |
| YTD | +2.5% | -10.8% | +13.4% | +2.5% |
| 1Y | +3.8% | -19.0% | +22.7% | +3.8% |
| 3Y | +14.4% | -39.7% | +54.1% | +14.4% |
| All | +20.2% | -43.1% | +63.3% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 5y: compounded portfolio wealth divided by compounded CAG 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…
5y analysis · Full analysis span regression · 6 months rolling