+100.1%
MO vs SGI
+45.9%
+54.2%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.1% | +4.4% | +1.5% |
| 7D | -1.0% | -4.9% | +3.9% | -0.7% |
| 30D | +5.8% | +1.6% | +4.2% | +5.6% |
| 3M | -4.5% | -3.2% | -1.4% | -4.5% |
| 6M | +5.7% | -16.0% | +21.8% | +6.6% |
| YTD | +23.1% | -25.4% | +48.5% | +25.0% |
| 1Y | +10.9% | -21.6% | +32.5% | +12.0% |
| 3Y | +96.1% | +52.9% | +43.3% | +84.4% |
| 5Y | +100.1% | +47.5% | +52.6% | +90.8% |
| All | +100.1% | +45.9% | +54.2% | +90.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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