+1.5%
SMR vs APA
+41.9%
-40.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.7% | -4.9% | -5.4% |
| 7D | +4.7% | +0.8% | +3.9% | +4.5% |
| 30D | +3.2% | +9.6% | -6.4% | +0.9% |
| 3M | +9.9% | +18.0% | -8.1% | +4.5% |
| 6M | -15.1% | +41.9% | -57.0% | -26.1% |
| YTD | -27.9% | +86.3% | -114.3% | -42.9% |
| 1Y | -70.2% | +97.9% | -168.1% | -77.3% |
| 3Y | +72.5% | +12.8% | +59.7% | +50.7% |
| All | +1.5% | +41.9% | -40.4% | -17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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