+3,096.3%
MSFT vs SRE
+1,425.7%
+1,670.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -2.2% |
| 7D | -6.2% | -5.6% | -0.6% | -4.2% |
| 30D | -3.7% | -4.5% | +0.8% | -2.2% |
| 3M | +3.6% | -7.7% | +11.4% | +6.3% |
| 6M | +26.8% | -14.4% | +41.2% | +33.1% |
| YTD | +8.4% | -9.4% | +17.8% | +10.9% |
| 1Y | +3.3% | -13.8% | +17.1% | +7.5% |
| 3Y | +44.3% | +22.2% | +22.1% | +27.7% |
| 5Y | +63.3% | +50.5% | +12.9% | +31.9% |
| 10Y | +894.4% | +124.1% | +770.3% | +557.7% |
| All | +3,096.3% | +1,425.7% | +1,670.7% | +1,099.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling