-7.5%
T vs SGOV
+3.8%
-11.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +1.9% |
| 7D | +1.5% | 0.0% | +1.4% | +1.2% |
| 30D | +7.5% | +0.3% | +7.2% | +5.4% |
| 3M | +14.8% | +0.9% | +13.9% | +9.2% |
| 6M | -1.7% | +1.8% | -3.6% | -12.4% |
| YTD | +8.7% | +2.5% | +6.1% | -12.8% |
| 1Y | -7.5% | +3.8% | -11.2% | -44.2% |
| All | -7.5% | +3.8% | -11.3% | -44.2% |
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