+130.7%
REPL vs SM
+70.4%
+60.3%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -15.3% | +15.5% | +1.6% |
| 7D | +28.8% | -21.5% | +50.3% | +31.5% |
| 30D | +57.3% | -11.4% | +68.7% | +57.1% |
| 3M | +73.6% | +0.6% | +73.0% | +67.1% |
| 6M | +582.8% | +0.2% | +582.6% | +567.4% |
| YTD | +112.9% | +69.7% | +43.2% | +93.8% |
| 1Y | +130.7% | +71.6% | +59.1% | +107.1% |
| All | +130.7% | +70.4% | +60.3% | +107.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 1y: compounded portfolio wealth divided by compounded SM 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…
1y analysis · Full analysis span regression · 6 months rolling