+130.7%
REPL vs SFM
-35.8%
+166.5%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.6% | -3.4% | +0.6% |
| 7D | +28.8% | -12.3% | +41.1% | +26.5% |
| 30D | +57.3% | -16.2% | +73.5% | +54.2% |
| 3M | +73.6% | -36.8% | +110.4% | +64.3% |
| 6M | +582.8% | -32.6% | +615.4% | +547.2% |
| YTD | +112.9% | -31.7% | +144.6% | +102.6% |
| 1Y | +130.7% | -35.0% | +165.7% | +122.2% |
| All | +130.7% | -35.8% | +166.5% | +122.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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