+4.3%
SGOV vs FIG
-72.7%
+77.0%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.8% | -4.8% | 0.0% |
| 7D | 0.0% | -3.8% | +3.9% | +0.1% |
| 30D | +0.3% | -2.3% | +2.6% | +0.3% |
| 3M | +0.9% | +20.0% | -19.0% | +0.9% |
| 6M | +1.8% | -16.7% | +18.5% | +1.8% |
| YTD | +2.5% | -37.9% | +40.5% | +2.5% |
| 1Y | +3.8% | -58.5% | +62.3% | +3.8% |
| All | +4.3% | -72.7% | +77.0% | +4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIG.
Daily Out/Under-Performance
Portfolio return minus FIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIG 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 FIG 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