+14.3%
SGOV vs FN
+173.9%
-159.6%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | 0.0% |
| 7D | +0.1% | +5.8% | -5.7% | +0.1% |
| 30D | +0.3% | -20.6% | +20.9% | +0.3% |
| 3M | +0.9% | -28.6% | +29.6% | +0.9% |
| 6M | +1.8% | -20.7% | +22.5% | +1.8% |
| YTD | +2.5% | -8.1% | +10.6% | +2.5% |
| 1Y | +3.8% | +13.3% | -9.5% | +3.8% |
| All | +14.3% | +173.9% | -159.6% | +14.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling