-53.0%
REPL vs SBAC
-43.7%
-9.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.3% |
| 7D | -3.0% | -0.8% | -2.2% | -2.8% |
| 30D | +27.1% | +6.9% | +20.2% | +24.4% |
| 3M | +52.4% | -8.2% | +60.6% | +56.0% |
| 6M | +107.4% | -1.6% | +109.1% | +105.2% |
| YTD | +54.7% | -0.1% | +54.8% | +51.5% |
| 1Y | +158.9% | -0.5% | +159.3% | +154.3% |
| 3Y | -23.7% | -9.1% | -14.7% | -28.6% |
| All | -53.0% | -43.7% | -9.3% | -43.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling