-6.4%
SAP vs REPL
+147.5%
-153.9%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.4% | +6.6% | +0.1% |
| 7D | -2.5% | +5.3% | -7.7% | -2.4% |
| 30D | +7.5% | +66.6% | -59.2% | +8.2% |
| 3M | +11.6% | +59.6% | -47.9% | +12.4% |
| 6M | +37.6% | +482.4% | -444.7% | +41.8% |
| YTD | -2.0% | +124.1% | -126.0% | +6.9% |
| 1Y | -6.4% | +138.6% | -144.9% | +1.3% |
| All | -6.4% | +147.5% | -153.9% | +1.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling