+20.2%
SGOV vs FIVE
+143.4%
-123.1%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | 0.0% |
| 7D | +0.1% | +3.7% | -3.6% | +0.1% |
| 30D | +0.3% | +4.0% | -3.7% | +0.3% |
| 3M | +0.9% | +36.2% | -35.3% | +0.9% |
| 6M | +1.8% | +18.0% | -16.2% | +1.8% |
| YTD | +2.5% | +34.9% | -32.4% | +2.5% |
| 1Y | +3.8% | +67.9% | -64.1% | +3.8% |
| 3Y | +14.3% | +57.3% | -43.0% | +14.3% |
| 5Y | +20.1% | +39.5% | -19.4% | +20.1% |
| All | +20.2% | +143.4% | -123.1% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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