-35.1%
REPL vs SFM
+105.4%
-140.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -4.8% | +12.8% | +8.5% |
| 7D | +22.8% | -1.2% | +24.0% | +22.8% |
| 30D | +63.8% | -24.8% | +88.6% | +67.4% |
| 3M | +68.1% | -43.7% | +111.8% | +77.8% |
| 6M | +528.5% | -37.3% | +565.7% | +548.8% |
| YTD | +122.4% | -38.4% | +160.8% | +129.8% |
| 1Y | +154.4% | -36.9% | +191.3% | +161.4% |
| 3Y | +68.0% | +20.7% | +47.3% | +51.4% |
| All | -35.1% | +105.4% | -140.5% | -43.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling