+132.4%
SAP vs SMR
-49.5%
+181.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +16.2% | -20.4% | -4.7% |
| 7D | -0.7% | -9.6% | +8.9% | -0.4% |
| 30D | +11.1% | -33.8% | +44.9% | +12.5% |
| 3M | +17.0% | -46.4% | +63.4% | +19.2% |
| 6M | +34.8% | -62.4% | +97.3% | +38.8% |
| YTD | -2.2% | -64.1% | +61.9% | +0.2% |
| 1Y | -6.4% | -84.3% | +77.9% | -1.2% |
| 3Y | +75.1% | +55.8% | +19.3% | +62.0% |
| All | +132.4% | -49.5% | +181.9% | +141.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling