+46.8%
REPL vs SFM
+122.0%
-75.2%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.0% | +2.0% | +2.8% |
| 7D | +14.2% | -10.2% | +24.4% | +16.0% |
| 30D | +65.9% | -23.9% | +89.8% | +71.4% |
| 3M | +84.6% | -42.3% | +126.8% | +99.8% |
| 6M | +446.9% | -40.1% | +487.1% | +482.2% |
| YTD | +129.0% | -37.8% | +166.8% | +141.0% |
| 1Y | +167.9% | -37.1% | +205.0% | +180.9% |
| 3Y | +93.9% | +21.5% | +72.4% | +71.5% |
| 5Y | -33.0% | +103.8% | -136.8% | -49.3% |
| All | +46.8% | +122.0% | -75.2% | -9.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling