+298.4%
SAN vs REPL
-35.0%
+333.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.7% |
| 7D | +4.0% | +1.2% | +2.8% | +4.0% |
| 30D | -7.8% | +92.2% | -100.0% | -8.3% |
| 3M | -16.4% | +44.1% | -60.5% | -16.6% |
| 6M | +3.5% | +313.0% | -309.5% | +1.4% |
| YTD | +6.7% | +125.2% | -118.5% | +4.5% |
| 1Y | +14.5% | +143.8% | -129.3% | +12.0% |
| 3Y | +243.5% | +104.2% | +139.3% | +212.1% |
| All | +298.4% | -35.0% | +333.4% | +293.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling