+14.4%
SGOV vs FDS
-37.4%
+51.8%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | 0.0% |
| 7D | 0.0% | -14.0% | +14.0% | +0.1% |
| 30D | +0.3% | -6.2% | +6.5% | +0.3% |
| 3M | +0.9% | +10.2% | -9.2% | +0.9% |
| 6M | +1.8% | +27.4% | -25.6% | +1.8% |
| YTD | +2.5% | -9.3% | +11.8% | +2.5% |
| 1Y | +3.8% | -28.6% | +32.4% | +3.8% |
| 3Y | +14.4% | -36.8% | +51.2% | +14.3% |
| All | +14.4% | -37.4% | +51.8% | +14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 3y: compounded portfolio wealth divided by compounded FDS 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…
3y analysis · Full analysis span regression · 6 months rolling