-48.0%
SMR vs APA
+49.7%
-97.7%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.6% | -3.4% | -0.6% |
| 7D | +1.9% | +5.1% | -3.1% | +0.9% |
| 30D | -21.9% | +0.3% | -22.2% | -22.1% |
| 3M | -47.1% | +15.6% | -62.8% | -49.1% |
| 6M | -60.6% | +28.9% | -89.5% | -63.7% |
| YTD | -63.1% | +96.6% | -159.6% | -71.2% |
| 1Y | -80.4% | +95.5% | -176.0% | -84.8% |
| 3Y | +150.2% | +41.8% | +108.4% | +103.2% |
| All | -48.0% | +49.7% | -97.7% | -58.3% |
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