+1,962.0%
MSFT vs SFM
+40.3%
+1,921.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.8% | +3.9% | -0.4% |
| 7D | +1.7% | -1.2% | +2.9% | +1.7% |
| 30D | +0.2% | -24.8% | +24.9% | +2.9% |
| 3M | +6.4% | -43.7% | +50.0% | +12.8% |
| 6M | +28.7% | -37.3% | +66.0% | +34.5% |
| YTD | +10.4% | -38.4% | +48.8% | +15.1% |
| 1Y | +7.6% | -36.9% | +44.5% | +11.8% |
| 3Y | +52.3% | +20.7% | +31.6% | +42.7% |
| 5Y | +64.5% | +103.5% | -39.0% | +41.8% |
| 10Y | +917.8% | +139.7% | +778.1% | +725.3% |
| All | +1,962.0% | +40.3% | +1,921.7% | +1,737.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling