+21.1%
SGOV vs CF
+393.0%
-371.9%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +0.1% | +4.8% | -4.7% | +0.1% |
| 30D | +0.3% | +4.7% | -4.4% | +0.3% |
| 3M | +1.0% | +7.4% | -6.5% | +1.0% |
| 6M | +1.9% | +0.6% | +1.3% | +1.9% |
| YTD | +3.2% | +64.1% | -60.9% | +3.2% |
| 1Y | +3.8% | +51.4% | -47.6% | +3.8% |
| 3Y | +14.1% | +67.8% | -53.7% | +14.1% |
| 5Y | +21.0% | +114.1% | -93.1% | +21.0% |
| All | +21.1% | +393.0% | -371.9% | +21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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