-9.1%
T vs SGOV
+3.8%
-12.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -2.0% | -2.1% |
| 7D | -1.3% | +0.1% | -1.4% | -1.7% |
| 30D | +11.4% | +0.3% | +11.0% | +9.8% |
| 3M | +14.3% | +1.0% | +13.3% | +10.8% |
| 6M | -9.3% | +1.9% | -11.1% | -15.9% |
| YTD | +7.1% | +2.5% | +4.6% | -7.4% |
| 1Y | -9.1% | +3.8% | -12.9% | -24.7% |
| All | -9.1% | +3.8% | -12.9% | -24.7% |
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