+113.9%
SOXX vs SGOV
+3.8%
+110.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.5% | +5.4% |
| 7D | +2.2% | +0.1% | +2.1% | +6.6% |
| 30D | -2.0% | +0.3% | -2.4% | +14.9% |
| 3M | -13.7% | +1.0% | -14.7% | +31.2% |
| 6M | +52.4% | +1.9% | +50.5% | +217.5% |
| YTD | +72.8% | +2.5% | +70.3% | +334.3% |
| 1Y | +113.9% | +3.8% | +110.1% | +860.5% |
| All | +113.9% | +3.8% | +110.1% | +860.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SGOV.
Daily Out/Under-Performance
Portfolio return minus SGOV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGOV 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 1y: compounded portfolio wealth divided by compounded SGOV 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…
1y analysis · Full analysis span regression · 6 months rolling