+182.3%
SAN vs REPL
+35.1%
+147.2%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +8.0% | -10.2% | -2.5% |
| 7D | +4.9% | +22.8% | -17.9% | +4.2% |
| 30D | -13.0% | +63.8% | -76.8% | -14.4% |
| 3M | -18.9% | +68.1% | -87.0% | -20.4% |
| 6M | -4.1% | +528.5% | -532.6% | -12.7% |
| YTD | +2.6% | +122.4% | -119.9% | -5.0% |
| 1Y | +16.9% | +154.4% | -137.4% | +7.6% |
| 3Y | +239.1% | +68.0% | +171.1% | +176.4% |
| 5Y | +266.8% | -35.4% | +302.2% | +221.9% |
| All | +182.3% | +35.1% | +147.2% | +105.7% |
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