+70.8%
SAP vs REPL
-35.6%
+106.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +8.0% | -12.1% | -4.3% |
| 7D | -0.7% | +22.8% | -23.4% | -1.0% |
| 30D | +11.1% | +63.8% | -52.7% | +10.2% |
| 3M | +17.0% | +68.1% | -51.1% | +16.0% |
| 6M | +34.8% | +528.5% | -493.6% | +28.3% |
| YTD | -2.2% | +122.4% | -124.7% | -5.6% |
| 1Y | -6.4% | +154.4% | -160.8% | -10.1% |
| 3Y | +75.1% | +68.0% | +7.2% | +54.0% |
| All | +70.8% | -35.6% | +106.4% | +59.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling