+885.0%
MSFT vs SFM
+280.6%
+604.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.9% | +3.5% | 0.0% |
| 7D | -1.0% | -7.2% | +6.1% | -0.2% |
| 30D | -2.7% | -14.3% | +11.7% | -1.0% |
| 3M | +22.1% | -13.7% | +35.8% | +24.0% |
| 6M | +20.6% | -6.0% | +26.6% | +20.8% |
| YTD | +2.3% | -8.2% | +10.5% | +2.6% |
| 1Y | -0.5% | -46.2% | +45.7% | +5.7% |
| 3Y | +50.5% | +83.6% | -33.0% | +35.2% |
| 5Y | +72.3% | +212.7% | -140.4% | +42.4% |
| 10Y | +885.0% | +273.0% | +612.0% | +671.7% |
| All | +885.0% | +280.6% | +604.4% | +671.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 10y: compounded portfolio wealth divided by compounded SFM 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…
10y analysis · Full analysis span regression · 6 months rolling