+20.2%
SGOV vs CIFR
+69.3%
-49.1%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.7% | -5.7% | 0.0% |
| 7D | 0.0% | -5.0% | +5.1% | 0.0% |
| 30D | +0.3% | -5.7% | +6.0% | +0.3% |
| 3M | +0.9% | -25.5% | +26.5% | +0.9% |
| 6M | +1.8% | +19.4% | -17.6% | +1.8% |
| YTD | +2.5% | +14.2% | -11.6% | +2.5% |
| 1Y | +3.8% | +69.0% | -65.2% | +3.8% |
| 3Y | +14.4% | +503.9% | -489.6% | +14.4% |
| 5Y | +20.2% | +27.7% | -7.5% | +20.1% |
| All | +20.2% | +69.3% | -49.1% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CIFR.
Daily Out/Under-Performance
Portfolio return minus CIFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CIFR 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 CIFR 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