+73.5%
MSFT vs SFM
+230.0%
-156.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.9% | -4.9% | -2.4% |
| 7D | -2.7% | -0.1% | -2.6% | -2.7% |
| 30D | +2.7% | -4.4% | +7.1% | +3.1% |
| 3M | +17.0% | +1.5% | +15.4% | +16.7% |
| 6M | +23.8% | +6.5% | +17.3% | +22.4% |
| YTD | +4.0% | +2.2% | +1.8% | +3.1% |
| 1Y | -0.8% | -41.9% | +41.1% | +4.5% |
| 3Y | +55.6% | +106.8% | -51.2% | +37.3% |
| All | +73.5% | +230.0% | -156.5% | +51.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling