+50.1%
MSFT vs SGOV
+14.4%
+35.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +25.7% |
| 6M | +22.9% | +1.8% | +21.1% | +22.1% |
| YTD | +3.1% | +2.5% | +0.6% | +3.1% |
| 1Y | -0.3% | +3.8% | -4.0% | +3.2% |
| 3Y | +50.1% | +14.4% | +35.7% | +81.2% |
| All | +50.1% | +14.4% | +35.7% | +81.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling