+229.3%
SAP vs SM
+10.6%
+218.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.6% | -5.4% | -0.2% |
| 7D | -2.5% | +0.3% | -2.8% | -2.5% |
| 30D | +7.5% | -17.3% | +24.8% | +8.4% |
| 3M | +11.6% | -3.6% | +15.2% | +11.6% |
| 6M | +37.6% | +2.9% | +34.7% | +36.6% |
| YTD | -2.0% | +70.2% | -72.2% | -6.0% |
| 1Y | -6.4% | +66.5% | -72.9% | -10.2% |
| 3Y | +67.7% | -8.2% | +75.9% | +64.5% |
| 5Y | +75.7% | -1.5% | +77.2% | +68.9% |
| 10Y | +229.3% | +11.9% | +217.4% | +161.0% |
| All | +229.3% | +10.6% | +218.8% | +161.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 10y: compounded portfolio wealth divided by compounded SM 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…
10y analysis · Full analysis span regression · 6 months rolling