+170.5%
SPY vs SGOV
+20.2%
+150.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -2.0% | +0.1% | -2.1% | -1.9% |
| 30D | -1.7% | +0.3% | -1.9% | -1.3% |
| 3M | +4.7% | +0.9% | +3.8% | +6.0% |
| 6M | +12.5% | +1.8% | +10.7% | +15.0% |
| YTD | +11.7% | +2.5% | +9.2% | +14.7% |
| 1Y | +17.5% | +3.8% | +13.7% | +21.5% |
| 3Y | +76.6% | +14.4% | +62.2% | +96.8% |
| 5Y | +82.0% | +20.1% | +61.9% | +149.1% |
| All | +170.5% | +20.2% | +150.3% | +265.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling