+56.4%
SAP vs SM
+107.8%
-51.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.6% | -0.7% |
| 7D | -2.9% | +0.1% | -3.0% | -2.9% |
| 30D | +9.0% | +26.3% | -17.3% | +7.5% |
| 3M | +14.9% | +8.7% | +6.3% | +14.1% |
| 6M | +11.9% | +51.7% | -39.8% | +8.0% |
| YTD | -9.9% | +99.0% | -109.0% | -15.0% |
| 1Y | -19.5% | +34.6% | -54.1% | -21.9% |
| 3Y | +61.8% | -7.8% | +69.6% | +58.3% |
| All | +56.4% | +107.8% | -51.4% | +40.1% |
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