+46.8%
REPL vs SBAC
+29.4%
+17.5%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.5% | +2.5% | +2.8% |
| 7D | +14.2% | +3.0% | +11.2% | +12.7% |
| 30D | +65.9% | +4.3% | +61.6% | +62.5% |
| 3M | +84.6% | +4.1% | +80.4% | +80.4% |
| 6M | +446.9% | -11.6% | +458.5% | +465.4% |
| YTD | +129.0% | +0.4% | +128.6% | +121.5% |
| 1Y | +167.9% | -1.1% | +169.0% | +161.0% |
| 3Y | +93.9% | -7.3% | +101.2% | +79.4% |
| 5Y | -33.0% | -40.8% | +7.8% | -21.0% |
| All | +46.8% | +29.4% | +17.5% | +2.9% |
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