+47.6%
MSFT vs SGI
+76.5%
-28.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.3% | +3.1% | -1.6% |
| 7D | +2.3% | -3.9% | +6.3% | +2.8% |
| 30D | -0.4% | +0.9% | -1.3% | -0.5% |
| 3M | +5.6% | -2.9% | +8.5% | +5.8% |
| 6M | +29.0% | -9.0% | +37.9% | +29.7% |
| YTD | +10.9% | -29.2% | +40.1% | +14.6% |
| 1Y | +6.2% | -32.3% | +38.5% | +10.4% |
| 3Y | +47.6% | +72.4% | -24.8% | +43.2% |
| All | +47.6% | +76.5% | -28.8% | +43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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