-24.2%
REPL vs SFM
+108.0%
-132.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.9% | -4.5% | -1.9% |
| 7D | -3.0% | -0.1% | -2.9% | -3.0% |
| 30D | +27.1% | -4.4% | +31.5% | +27.6% |
| 3M | +52.4% | +1.5% | +50.9% | +51.9% |
| 6M | +107.4% | +6.5% | +101.0% | +103.3% |
| YTD | +54.7% | +2.2% | +52.6% | +52.4% |
| 1Y | +158.9% | -41.9% | +200.8% | +192.7% |
| All | -24.2% | +108.0% | -132.1% | -47.2% |
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 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