+254.6%
SAN vs REPL
-6.0%
+260.6%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.7% |
| 7D | +1.8% | -3.0% | +4.7% | +1.9% |
| 30D | +2.0% | +27.1% | -25.2% | +1.1% |
| 3M | +19.7% | +52.4% | -32.7% | +16.4% |
| 6M | +30.6% | +107.4% | -76.8% | +21.2% |
| YTD | +28.8% | +54.7% | -25.9% | +20.9% |
| 1Y | +57.8% | +158.9% | -101.1% | +41.1% |
| 3Y | +338.1% | -23.7% | +361.9% | +279.4% |
| 5Y | +384.2% | -54.3% | +438.6% | +329.3% |
| All | +254.6% | -6.0% | +260.6% | +161.7% |
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