+158.9%
REPL vs SM
+36.8%
+122.1%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.1% | +1.5% | -0.9% |
| 7D | -3.0% | -0.5% | -2.5% | -2.8% |
| 30D | +27.1% | +25.6% | +1.6% | +19.7% |
| 3M | +52.4% | +8.0% | +44.3% | +48.3% |
| 6M | +107.4% | +50.8% | +56.7% | +90.6% |
| YTD | +54.7% | +97.9% | -43.2% | +33.0% |
| 1Y | +158.9% | +33.8% | +125.1% | +162.1% |
| All | +158.9% | +36.8% | +122.1% | +162.1% |
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