+14.4%
SGOV vs FITB
+130.4%
-116.0%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | 0.0% |
| 7D | 0.0% | -0.3% | +0.3% | 0.0% |
| 30D | +0.3% | -5.7% | +6.0% | +0.3% |
| 3M | +0.9% | +3.2% | -2.2% | +0.9% |
| 6M | +1.8% | +23.4% | -21.6% | +1.9% |
| YTD | +2.5% | +18.8% | -16.3% | +2.5% |
| 1Y | +3.8% | +25.0% | -21.2% | +3.8% |
| 3Y | +14.4% | +131.2% | -116.8% | +14.3% |
| All | +14.4% | +130.4% | -116.0% | +14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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