+21.0%
SGOV vs FN
+475.2%
-454.2%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.9% | -5.9% | 0.0% |
| 7D | +0.1% | +8.0% | -7.9% | +0.1% |
| 30D | +0.3% | -19.1% | +19.5% | +0.3% |
| 3M | +0.9% | -29.8% | +30.8% | +0.9% |
| 6M | +1.9% | -43.2% | +45.1% | +1.9% |
| YTD | +3.2% | -18.9% | +22.1% | +3.2% |
| 1Y | +3.7% | -17.9% | +21.6% | +3.7% |
| 3Y | +14.1% | +120.1% | -106.0% | +14.1% |
| 5Y | +20.9% | +206.7% | -185.8% | +20.9% |
| All | +21.0% | +475.2% | -454.2% | +21.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling