+7,400.8%
MO vs SAP
+2,448.5%
+4,952.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.6% | +0.9% |
| 7D | +3.3% | +0.6% | +2.7% | +3.2% |
| 30D | +7.5% | +6.5% | +1.0% | +6.6% |
| 3M | +22.8% | +12.2% | +10.5% | +20.8% |
| 6M | +13.4% | +46.1% | -32.7% | +7.5% |
| YTD | +43.0% | -1.6% | +44.6% | +42.1% |
| 1Y | +45.2% | -5.1% | +50.3% | +44.9% |
| 3Y | +145.5% | +68.4% | +77.2% | +124.5% |
| 5Y | +157.1% | +79.4% | +77.6% | +130.6% |
| 10Y | +153.3% | +230.5% | -77.1% | +106.6% |
| All | +7,400.8% | +2,448.5% | +4,952.3% | +4,158.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling