+73.1%
MSFT vs SRE
+49.4%
+23.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -1.5% |
| 7D | -1.4% | +1.4% | -2.8% | -1.7% |
| 30D | -1.0% | +1.9% | -2.9% | -1.5% |
| 3M | +20.2% | -3.3% | +23.5% | +20.7% |
| 6M | +21.3% | -6.4% | +27.7% | +22.3% |
| YTD | +2.8% | -1.8% | +4.6% | +2.3% |
| 1Y | 0.0% | +10.7% | -10.8% | -3.7% |
| 3Y | +51.2% | +31.8% | +19.4% | +33.5% |
| All | +73.1% | +49.4% | +23.8% | +49.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling