+80.7%
SAP vs SM
+5.5%
+75.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | +0.6% | +9.4% | -8.8% | +0.1% |
| 30D | +6.5% | -14.4% | +20.9% | +7.3% |
| 3M | +12.2% | +1.6% | +10.7% | +11.8% |
| 6M | +46.1% | +6.3% | +39.7% | +44.5% |
| YTD | -1.6% | +78.8% | -80.4% | -7.1% |
| 1Y | -5.1% | +83.1% | -88.3% | -10.6% |
| 3Y | +68.4% | -5.9% | +74.3% | +63.5% |
| All | +80.7% | +5.5% | +75.2% | +72.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling