+97.5%
MO vs SAP
+55.3%
+42.2%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.4% |
| 7D | -2.4% | -0.3% | -2.1% | -2.4% |
| 30D | +3.6% | +0.3% | +3.3% | +3.5% |
| 3M | -3.7% | +16.9% | -20.6% | -4.6% |
| 6M | +4.5% | +6.3% | -1.8% | +4.0% |
| YTD | +21.5% | -12.4% | +33.9% | +22.1% |
| 1Y | +9.5% | -21.6% | +31.1% | +10.6% |
| 3Y | +93.6% | +54.8% | +38.8% | +83.5% |
| 5Y | +97.5% | +56.2% | +41.3% | +81.5% |
| All | +97.5% | +55.3% | +42.2% | +81.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 SAP 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