+185.7%
MSFT vs SGOV
+20.3%
+165.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -0.8% | 0.0% | -0.9% | -0.9% |
| 30D | +0.8% | +0.3% | +0.5% | +0.5% |
| 3M | +27.2% | +0.9% | +26.3% | +26.0% |
| 6M | +22.9% | +1.8% | +21.1% | +21.6% |
| YTD | +3.1% | +2.5% | +0.6% | +1.9% |
| 1Y | -0.3% | +3.8% | -4.0% | -1.4% |
| 3Y | +50.1% | +14.4% | +35.7% | +29.8% |
| 5Y | +74.6% | +20.2% | +54.5% | +52.1% |
| All | +185.7% | +20.3% | +165.5% | +138.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SGOV.
Daily Out/Under-Performance
Portfolio return minus SGOV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGOV 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 10y: compounded portfolio wealth divided by compounded SGOV 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…
10y analysis · Full analysis span regression · 6 months rolling