+66.2%
T vs SGOV
+20.2%
+46.0%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -2.4% | +0.1% | -2.5% | -2.6% |
| 30D | +4.3% | +0.3% | +4.0% | +3.7% |
| 3M | +11.6% | +0.9% | +10.6% | +9.8% |
| 6M | -5.6% | +1.8% | -7.4% | -8.7% |
| YTD | +6.6% | +2.5% | +4.0% | +1.6% |
| 1Y | -8.4% | +3.8% | -12.2% | -14.6% |
| 3Y | +107.8% | +14.4% | +93.5% | +84.2% |
| 5Y | +68.3% | +20.1% | +48.1% | +64.1% |
| All | +66.2% | +20.2% | +46.0% | +59.0% |
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