+6.5%
SGOV vs VG
-35.7%
+42.2%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.8% | -3.8% | 0.0% |
| 7D | +0.1% | +3.8% | -3.7% | +0.1% |
| 30D | +0.3% | +7.2% | -6.9% | +0.3% |
| 3M | +0.9% | +22.8% | -21.9% | +0.9% |
| 6M | +1.8% | +33.2% | -31.4% | +1.8% |
| YTD | +2.5% | +124.8% | -122.3% | +2.5% |
| 1Y | +3.8% | +15.8% | -12.0% | +3.8% |
| All | +6.5% | -35.7% | +42.2% | +6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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