-6.0%
SAP vs SMR
-82.2%
+76.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.8% | +7.8% | +0.1% |
| 7D | -3.9% | +10.3% | -14.2% | -4.0% |
| 30D | +6.5% | -25.7% | +32.2% | +7.2% |
| 3M | +14.7% | -49.7% | +64.4% | +16.3% |
| 6M | +39.9% | -59.8% | +99.8% | +43.8% |
| YTD | -2.0% | -66.0% | +64.0% | +1.2% |
| 1Y | -6.0% | -81.4% | +75.4% | +1.1% |
| All | -6.0% | -82.2% | +76.2% | +1.1% |
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