+50.6%
MSFT vs SFM
+21.9%
+28.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.8% | +3.9% | -0.7% |
| 7D | +1.7% | -1.2% | +2.9% | +1.7% |
| 30D | +0.2% | -24.8% | +24.9% | +1.9% |
| 3M | +6.4% | -43.7% | +50.0% | +10.8% |
| 6M | +28.7% | -37.3% | +66.0% | +32.7% |
| YTD | +10.4% | -38.4% | +48.8% | +13.9% |
| 1Y | +7.6% | -36.9% | +44.5% | +10.8% |
| All | +50.6% | +21.9% | +28.7% | +61.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling