+67.8%
SAP vs SM
-8.5%
+76.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.6% | -5.4% | 0.0% |
| 7D | -2.5% | +0.3% | -2.8% | -2.5% |
| 30D | +7.5% | -17.3% | +24.8% | +7.9% |
| 3M | +11.6% | -3.6% | +15.2% | +11.5% |
| 6M | +37.6% | +2.9% | +34.7% | +36.7% |
| YTD | -2.0% | +70.2% | -72.2% | -6.2% |
| 1Y | -6.4% | +66.5% | -72.9% | -10.3% |
| All | +67.8% | -8.5% | +76.3% | +60.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling