+130.7%
REPL vs SBAC
+2.4%
+128.3%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.8% | -5.6% | +0.1% |
| 7D | +28.8% | +5.8% | +23.0% | +28.7% |
| 30D | +57.3% | +20.8% | +36.5% | +56.2% |
| 3M | +73.6% | +4.8% | +68.8% | +73.2% |
| 6M | +582.8% | -9.1% | +592.0% | +596.7% |
| YTD | +112.9% | +3.1% | +109.8% | +110.1% |
| 1Y | +130.7% | +2.2% | +128.5% | +129.6% |
| All | +130.7% | +2.4% | +128.3% | +129.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 1y: compounded portfolio wealth divided by compounded SBAC 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…
1y analysis · Full analysis span regression · 6 months rolling