+42.6%
REPL vs SBAC
+28.7%
+13.9%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -1.9% | +9.9% | +8.7% |
| 7D | +22.8% | +1.2% | +21.6% | +22.0% |
| 30D | +63.8% | +11.2% | +52.6% | +56.2% |
| 3M | +68.1% | +4.5% | +63.7% | +64.1% |
| 6M | +528.5% | -12.2% | +540.6% | +551.2% |
| YTD | +122.4% | -0.1% | +122.6% | +115.6% |
| 1Y | +154.4% | -0.3% | +154.6% | +146.6% |
| 3Y | +68.0% | -8.7% | +76.7% | +56.8% |
| 5Y | -35.4% | -40.2% | +4.8% | -24.3% |
| All | +42.6% | +28.7% | +13.9% | +0.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling