+155.6%
REPL vs SBAC
-0.1%
+155.7%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.5% | +2.5% | +3.0% |
| 7D | +14.2% | +3.0% | +11.2% | +14.1% |
| 30D | +65.9% | +4.3% | +61.6% | +65.7% |
| 3M | +84.6% | +4.1% | +80.4% | +84.3% |
| 6M | +446.9% | -11.6% | +458.5% | +458.3% |
| YTD | +129.0% | +0.4% | +128.6% | +126.3% |
| All | +155.6% | -0.1% | +155.7% | +159.5% |
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