-2.6%
REPL vs SBAC
+28.2%
-30.8%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.6% |
| 7D | -5.7% | -0.1% | -5.7% | -5.8% |
| 30D | +22.5% | +3.2% | +19.2% | +20.7% |
| 3M | +64.7% | -5.1% | +69.7% | +66.7% |
| 6M | +83.0% | -2.1% | +85.1% | +80.9% |
| YTD | +52.0% | -0.5% | +52.5% | +48.2% |
| 1Y | +144.5% | +1.1% | +143.4% | +137.1% |
| 3Y | -25.1% | -7.4% | -17.6% | -30.6% |
| 5Y | -52.9% | -44.3% | -8.5% | -42.5% |
| All | -2.6% | +28.2% | -30.8% | -31.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling