+158.9%
SN vs REPL
+125.1%
+33.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.2% | +3.9% | +4.1% |
| 7D | +10.6% | +28.8% | -18.2% | +10.9% |
| 30D | +20.0% | +57.3% | -37.3% | +20.5% |
| 3M | +30.4% | +73.6% | -43.2% | +31.2% |
| 6M | +91.0% | +582.8% | -491.9% | +96.2% |
| YTD | +95.9% | +112.9% | -16.9% | +103.3% |
| 1Y | +158.9% | +130.7% | +28.2% | +163.7% |
| All | +158.9% | +125.1% | +33.7% | +163.7% |
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 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