+20.1%
SGOV vs FIX
+2,121.3%
-2,101.2%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | 0.0% |
| 7D | +0.1% | +0.7% | -0.6% | +0.1% |
| 30D | +0.3% | -5.7% | +6.0% | +0.3% |
| 3M | +0.9% | -7.4% | +8.4% | +0.9% |
| 6M | +1.8% | +15.1% | -13.2% | +1.8% |
| YTD | +2.5% | +70.7% | -68.2% | +2.5% |
| 1Y | +3.8% | +111.9% | -108.2% | +3.8% |
| 3Y | +14.4% | +759.5% | -745.1% | +14.3% |
| 5Y | +20.1% | +2,164.4% | -2,144.2% | +20.1% |
| All | +20.1% | +2,121.3% | -2,101.2% | +20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 FIX 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