+200.1%
SAN vs REPL
+36.1%
+164.0%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.4% | +5.8% | -0.4% |
| 7D | +3.4% | +5.3% | -1.9% | +3.2% |
| 30D | -6.3% | +66.6% | -72.9% | -7.9% |
| 3M | -14.1% | +59.6% | -73.7% | -15.5% |
| 6M | +4.2% | +482.4% | -478.2% | -4.7% |
| YTD | +9.0% | +124.1% | -115.0% | +1.0% |
| 1Y | +18.8% | +138.6% | -119.8% | +9.6% |
| 3Y | +252.0% | +96.0% | +156.0% | +182.5% |
| 5Y | +299.5% | -35.4% | +334.9% | +250.8% |
| All | +200.1% | +36.1% | +164.0% | +118.6% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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