+3,005.8%
MSFT vs SGI
+1,852.9%
+1,152.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -2.2% |
| 7D | -6.2% | -10.5% | +4.2% | -4.5% |
| 30D | -3.7% | +0.1% | -3.8% | -3.9% |
| 3M | +3.6% | -4.0% | +7.6% | +4.1% |
| 6M | +26.8% | -5.6% | +32.4% | +27.1% |
| YTD | +8.4% | -29.5% | +37.9% | +13.3% |
| 1Y | +3.3% | -31.5% | +34.8% | +8.4% |
| 3Y | +44.3% | +71.6% | -27.3% | +27.7% |
| 5Y | +63.3% | +50.5% | +12.8% | +44.1% |
| 10Y | +894.4% | +333.9% | +560.5% | +581.8% |
| All | +3,005.8% | +1,852.9% | +1,152.9% | +1,221.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling