-5.9%
SAP vs SMR
-87.0%
+81.1%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -4.5% | +8.7% | +4.3% |
| 7D | +1.3% | -9.5% | +10.8% | +1.5% |
| 30D | +15.5% | -33.2% | +48.8% | +16.7% |
| 3M | +22.8% | -45.9% | +68.7% | +24.6% |
| 6M | +42.5% | -57.9% | +100.3% | +46.4% |
| YTD | +0.5% | -63.8% | +64.3% | +3.6% |
| 1Y | -5.9% | -85.6% | +79.7% | +5.4% |
| All | -5.9% | -87.0% | +81.1% | +5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 1y: compounded portfolio wealth divided by compounded SMR 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…
1y analysis · Full analysis span regression · 6 months rolling