+20.3%
SGOV vs EFX
+15.4%
+4.8%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | 0.0% |
| 7D | 0.0% | -4.5% | +4.6% | 0.0% |
| 30D | +0.3% | -6.1% | +6.4% | +0.3% |
| 3M | +0.9% | +6.2% | -5.3% | +0.9% |
| 6M | +1.8% | -11.2% | +13.1% | +1.8% |
| YTD | +2.5% | -21.4% | +23.9% | +2.5% |
| 1Y | +3.8% | -34.3% | +38.1% | +3.8% |
| 3Y | +14.4% | -12.5% | +26.9% | +14.4% |
| 5Y | +20.2% | -35.6% | +55.7% | +20.2% |
| All | +20.3% | +15.4% | +4.8% | +20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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