+2,432.7%
SAP vs SM
+1,027.1%
+1,405.6%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.0% | -5.1% | -4.3% |
| 7D | -0.7% | -25.9% | +25.2% | +2.5% |
| 30D | +11.1% | -15.1% | +26.2% | +12.8% |
| 3M | +17.0% | +4.9% | +12.2% | +15.7% |
| 6M | +34.8% | +6.1% | +28.7% | +32.4% |
| YTD | -2.2% | +63.4% | -65.7% | -9.5% |
| 1Y | -6.4% | +72.5% | -78.9% | -14.1% |
| 3Y | +75.1% | -16.9% | +92.0% | +70.7% |
| 5Y | +69.8% | -10.6% | +80.5% | +58.1% |
| 10Y | +219.8% | +11.3% | +208.5% | +115.6% |
| All | +2,432.7% | +1,027.1% | +1,405.6% | +867.7% |
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