+2,233.8%
SAP vs SM
+1,272.7%
+961.0%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.6% | -0.6% |
| 7D | -2.9% | +0.1% | -3.0% | -2.9% |
| 30D | +9.0% | +26.3% | -17.3% | +6.0% |
| 3M | +14.9% | +8.7% | +6.3% | +13.2% |
| 6M | +11.9% | +51.7% | -39.8% | +5.4% |
| YTD | -9.9% | +99.0% | -109.0% | -18.1% |
| 1Y | -19.5% | +34.6% | -54.1% | -23.7% |
| 3Y | +61.8% | -7.8% | +69.6% | +56.4% |
| 5Y | +56.2% | +104.8% | -48.6% | +31.7% |
| 10Y | +180.6% | +7.2% | +173.4% | +92.5% |
| All | +2,233.8% | +1,272.7% | +961.0% | +776.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling