+2,878.1%
MSFT vs SGI
+2,083.6%
+794.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.5% | -2.1% |
| 7D | -2.7% | +8.5% | -11.2% | -4.1% |
| 30D | +2.7% | +0.7% | +2.0% | +2.4% |
| 3M | +17.0% | +0.6% | +16.4% | +16.3% |
| 6M | +23.8% | -17.9% | +41.8% | +26.7% |
| YTD | +4.0% | -21.2% | +25.2% | +6.9% |
| 1Y | -0.8% | -18.9% | +18.0% | +1.1% |
| 3Y | +55.6% | +52.6% | +3.0% | +40.4% |
| 5Y | +72.9% | +60.7% | +12.2% | +51.0% |
| 10Y | +875.8% | +278.1% | +597.7% | +579.0% |
| All | +2,878.1% | +2,083.6% | +794.5% | +1,146.4% |
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