+20.1%
SGOV vs CF
+226.3%
-206.1%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | 0.0% |
| 7D | +0.1% | -2.0% | +2.0% | +0.1% |
| 30D | +0.3% | +15.3% | -15.0% | +0.3% |
| 3M | +0.9% | +24.3% | -23.4% | +0.9% |
| 6M | +1.8% | +23.9% | -22.1% | +1.8% |
| YTD | +2.5% | +77.3% | -74.7% | +2.5% |
| 1Y | +3.8% | +58.7% | -54.9% | +3.8% |
| 3Y | +14.4% | +72.8% | -58.5% | +14.4% |
| 5Y | +20.1% | +228.8% | -208.6% | +20.2% |
| All | +20.1% | +226.3% | -206.1% | +20.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling