+78.8%
SAP vs REPL
-35.3%
+114.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | 0.0% |
| 7D | -3.9% | +9.8% | -13.7% | -4.0% |
| 30D | +6.5% | +81.5% | -75.0% | +5.5% |
| 3M | +14.7% | +44.2% | -29.6% | +13.9% |
| 6M | +39.9% | +437.4% | -397.5% | +33.7% |
| YTD | -2.0% | +126.1% | -128.1% | -5.3% |
| 1Y | -6.0% | +143.1% | -149.1% | -9.5% |
| 3Y | +67.7% | +97.8% | -30.2% | +44.6% |
| 5Y | +78.8% | -34.3% | +113.1% | +68.4% |
| All | +78.8% | -35.3% | +114.0% | +68.4% |
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