+199.6%
SAN vs REPL
+39.1%
+160.5%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +3.0% | +3.2% | +6.0% |
| 7D | +8.7% | +14.2% | -5.5% | +8.3% |
| 30D | -6.5% | +65.9% | -72.4% | -8.1% |
| 3M | -14.2% | +84.6% | -98.8% | -16.0% |
| 6M | +2.7% | +446.9% | -444.2% | -5.8% |
| YTD | +8.9% | +129.0% | -120.1% | +0.8% |
| 1Y | +23.4% | +167.9% | -144.5% | +13.3% |
| 3Y | +257.9% | +93.9% | +164.0% | +188.2% |
| 5Y | +297.8% | -33.0% | +330.7% | +248.5% |
| All | +199.6% | +39.1% | +160.5% | +118.1% |
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