+105.0%
REPL vs SFM
+25.7%
+79.4%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | +0.8% |
| 7D | +9.8% | -0.4% | +10.2% | +9.8% |
| 30D | +81.5% | -19.2% | +100.7% | +82.8% |
| 3M | +44.2% | -40.3% | +84.5% | +49.2% |
| 6M | +437.4% | -40.9% | +478.3% | +454.8% |
| YTD | +126.1% | -35.5% | +161.6% | +129.5% |
| 1Y | +143.1% | -37.4% | +180.6% | +148.1% |
| All | +105.0% | +25.7% | +79.4% | +24.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling