+128.3%
SAP vs REPL
+45.5%
+82.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.6% | -6.1% | -1.7% |
| 7D | +1.5% | +12.7% | -11.2% | +1.1% |
| 30D | +8.8% | +73.5% | -64.6% | +6.6% |
| 3M | +12.1% | +70.3% | -58.2% | +9.7% |
| 6M | +34.6% | +472.0% | -437.4% | +21.6% |
| YTD | -2.1% | +139.5% | -141.6% | -10.4% |
| 1Y | -5.5% | +167.3% | -172.8% | -14.1% |
| 3Y | +67.4% | +109.5% | -42.1% | +30.5% |
| 5Y | +74.6% | -29.9% | +104.5% | +48.9% |
| All | +128.3% | +45.5% | +82.8% | +56.9% |
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