+14.1%
SGOV vs RF
+119.8%
-105.7%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | 0.0% |
| 7D | +0.1% | +1.9% | -1.9% | +0.1% |
| 30D | +0.3% | +7.3% | -7.0% | +0.4% |
| 3M | +1.0% | -7.9% | +8.9% | +1.0% |
| 6M | +1.9% | +10.5% | -8.6% | +1.9% |
| YTD | +3.2% | +9.6% | -6.4% | +3.2% |
| 1Y | +3.8% | +20.3% | -16.5% | +3.8% |
| 3Y | +14.1% | +119.5% | -105.4% | +14.0% |
| All | +14.1% | +119.8% | -105.7% | +14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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