-0.3%
MSFT vs SGOV
+3.8%
-4.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.4% |
| 7D | -0.8% | 0.0% | -0.9% | -1.5% |
| 30D | +0.8% | +0.3% | +0.5% | -3.5% |
| 3M | +27.2% | +0.9% | +26.3% | +11.0% |
| 6M | +22.9% | +1.8% | +21.1% | +1.5% |
| YTD | +3.1% | +2.5% | +0.6% | -20.2% |
| 1Y | -0.3% | +3.8% | -4.0% | -21.2% |
| All | -0.3% | +3.8% | -4.0% | -21.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling