-2.6%
REPL vs SFM
+240.8%
-243.4%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -6.5% | +4.7% | -0.7% |
| 7D | -5.7% | -5.8% | +0.1% | -4.8% |
| 30D | +22.5% | -11.4% | +33.8% | +24.9% |
| 3M | +64.7% | -12.2% | +76.9% | +67.6% |
| 6M | +83.0% | -5.2% | +88.2% | +82.3% |
| YTD | +52.0% | -4.5% | +56.4% | +50.6% |
| 1Y | +144.5% | -45.4% | +189.9% | +172.5% |
| 3Y | -25.1% | +91.1% | -116.2% | -38.0% |
| 5Y | -52.9% | +226.8% | -279.7% | -66.8% |
| All | -2.6% | +240.8% | -243.4% | -43.3% |
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