+183.9%
MSFT vs SGOV
+20.2%
+163.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.1% |
| 7D | -3.5% | +0.1% | -3.5% | -3.5% |
| 30D | -2.1% | +0.3% | -2.4% | -2.4% |
| 3M | +24.2% | +0.9% | +23.2% | +23.0% |
| 6M | +21.9% | +1.8% | +20.0% | +20.6% |
| YTD | +2.5% | +2.5% | 0.0% | +1.2% |
| 1Y | -0.8% | +3.8% | -4.6% | -2.0% |
| 3Y | +50.8% | +14.4% | +36.4% | +30.1% |
| 5Y | +73.5% | +20.1% | +53.4% | +50.7% |
| All | +183.9% | +20.2% | +163.7% | +136.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling