+104.2%
REPL vs SBAC
-6.5%
+110.7%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.5% |
| 7D | +1.2% | +0.6% | +0.6% | +1.2% |
| 30D | +92.2% | +5.5% | +86.7% | +91.1% |
| 3M | +44.1% | +3.1% | +41.0% | +43.6% |
| 6M | +313.0% | -7.0% | +320.0% | +316.6% |
| YTD | +125.2% | +0.5% | +124.7% | +122.2% |
| 1Y | +143.8% | +0.2% | +143.5% | +140.6% |
| 3Y | +104.2% | -7.4% | +111.5% | +94.0% |
| All | +104.2% | -6.5% | +110.7% | +94.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling