+100.1%
MO vs SFM
+212.1%
-112.1%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.6% | +1.5% |
| 7D | -1.0% | -8.8% | +7.8% | +0.1% |
| 30D | +5.8% | -14.5% | +20.2% | +7.7% |
| 3M | -4.5% | -16.8% | +12.3% | -2.7% |
| 6M | +5.7% | -5.3% | +11.1% | +5.6% |
| YTD | +23.1% | -9.4% | +32.5% | +23.4% |
| 1Y | +10.9% | -46.2% | +57.1% | +17.6% |
| 3Y | +96.1% | +81.3% | +14.9% | +74.7% |
| 5Y | +100.1% | +211.9% | -111.8% | +57.9% |
| All | +100.1% | +212.1% | -112.1% | +57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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