+133.9%
SAP vs SMR
-53.6%
+187.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.3% | +3.7% | +0.5% |
| 7D | +0.6% | -8.3% | +8.9% | +0.9% |
| 30D | +6.5% | -20.1% | +26.6% | +7.2% |
| 3M | +12.2% | -52.7% | +64.9% | +14.8% |
| 6M | +46.1% | -61.0% | +107.1% | +50.0% |
| YTD | -1.6% | -67.1% | +65.5% | +1.1% |
| 1Y | -5.1% | -79.9% | +74.8% | -0.8% |
| 3Y | +68.4% | +101.7% | -33.4% | +54.1% |
| All | +133.9% | -53.6% | +187.5% | +143.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling