+191.7%
SAN vs REPL
+37.4%
+154.3%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.9% | -3.7% | -2.8% |
| 7D | +1.0% | +9.8% | -8.8% | +0.7% |
| 30D | -9.4% | +81.5% | -90.9% | -11.2% |
| 3M | -17.1% | +44.2% | -61.4% | -18.2% |
| 6M | +2.2% | +437.4% | -435.2% | -6.2% |
| YTD | +6.0% | +126.1% | -120.1% | -1.9% |
| 1Y | +12.7% | +143.1% | -130.4% | +3.9% |
| 3Y | +242.1% | +97.8% | +144.3% | +174.5% |
| 5Y | +293.6% | -34.3% | +327.9% | +245.2% |
| All | +191.7% | +37.4% | +154.3% | +112.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling