+21.1%
SGOV vs FN
+411.3%
-390.2%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.3% | +7.3% | 0.0% |
| 7D | +0.1% | +0.3% | -0.2% | +0.1% |
| 30D | +0.3% | -16.5% | +16.9% | +0.3% |
| 3M | +1.0% | -42.1% | +43.1% | +1.0% |
| 6M | +1.9% | -52.9% | +54.8% | +1.9% |
| YTD | +3.2% | -28.0% | +31.2% | +3.2% |
| 1Y | +3.8% | -18.5% | +22.3% | +3.8% |
| 3Y | +14.1% | +93.9% | -79.8% | +14.1% |
| 5Y | +21.0% | +170.5% | -149.5% | +21.0% |
| All | +21.1% | +411.3% | -390.2% | +21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 10y: compounded portfolio wealth divided by compounded FN 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…
10y analysis · Full analysis span regression · 6 months rolling