+20.2%
SGOV vs CF
+425.6%
-405.3%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.3% | 0.0% |
| 7D | +0.1% | +6.0% | -5.9% | +0.1% |
| 30D | +0.3% | +14.8% | -14.5% | +0.3% |
| 3M | +1.0% | +14.1% | -13.1% | +1.0% |
| 6M | +1.9% | +28.5% | -26.7% | +1.9% |
| YTD | +2.5% | +74.9% | -72.5% | +2.5% |
| 1Y | +3.8% | +61.7% | -57.9% | +3.8% |
| 3Y | +14.4% | +80.3% | -65.9% | +14.4% |
| 5Y | +20.1% | +226.0% | -205.9% | +20.1% |
| All | +20.2% | +425.6% | -405.3% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling