+528.5%
REPL vs SFM
-37.6%
+566.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -4.8% | +12.8% | +7.1% |
| 7D | +22.8% | -1.2% | +24.0% | +22.6% |
| 30D | +63.8% | -24.8% | +88.6% | +54.9% |
| 3M | +68.1% | -43.7% | +111.8% | +42.1% |
| 6M | +528.5% | -37.3% | +565.7% | +551.9% |
| All | +528.5% | -37.6% | +566.1% | +551.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling