-0.9%
MSFT vs SRE
+8.8%
-9.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | +0.1% | -0.6% |
| 7D | -1.0% | +1.5% | -2.5% | -0.8% |
| 30D | -2.7% | +0.8% | -3.5% | -2.4% |
| 3M | +22.1% | -5.8% | +27.9% | +20.7% |
| 6M | +20.6% | -7.8% | +28.4% | +19.0% |
| YTD | +2.3% | -2.4% | +4.7% | +0.7% |
| All | -0.9% | +8.8% | -9.8% | -2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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