+11.1%
SMR vs APA
+38.8%
-27.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +1.8% | +13.4% | +14.8% |
| 7D | +21.4% | -1.7% | +23.1% | +21.9% |
| 30D | +13.8% | +15.7% | -1.9% | +9.6% |
| 3M | +3.9% | +16.5% | -12.6% | -0.9% |
| 6M | -4.2% | +35.1% | -39.3% | -15.4% |
| YTD | -21.1% | +82.2% | -103.3% | -37.2% |
| 1Y | -67.1% | +102.5% | -169.5% | -75.2% |
| 3Y | +88.9% | +10.3% | +78.5% | +65.9% |
| All | +11.1% | +38.8% | -27.6% | -9.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling