I did not measure. I tried to find a film cap that would fit but I could not.
I think running some tests on a VNA would be revealing, but if it suffices for your applications, it's just fine.
What you have is basically what you'd expect from a DC block capacitor, but the capacitance values are very large, so it will work down to a lower frequency than most, but it will also probably not perform well at higher frequencies (maybe a hundred MHz or more), whereas SMA connectors normally being rated for many GHz of operation speed, you'd find a commercial block capacitor in that form factor to be rated to maybe 3GHz or more. But if you don't require that, then it's not so much of an issue.
As mentioned, a small NP0/C0G capacitor (better dielectric) would probably be a better choice, especially for high frequencies, but the cost of an expensive DC blocking capacitor is the verification that the dimensions and parts in question produce an even frequency response over a wide passband - so it's sort of all about the testing and characterization.
Short of actually testing it, if you find your signal is fast (or has very fast edges) and you're seeing some attenuation or distortion, try switching to a smaller value NP0/C0G cap and see if it helps with performance. If you've got parts of the signal down into the 100s of Hz range, then your 1uF cap is probably helping out passing that through a lot.