-2.6%
REPL vs SM
+60.8%
-63.4%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.6% | -5.4% | -2.3% |
| 7D | -5.7% | -0.2% | -5.6% | -5.7% |
| 30D | +22.5% | +31.5% | -9.0% | +17.8% |
| 3M | +64.7% | +17.3% | +47.3% | +60.8% |
| 6M | +83.0% | +48.5% | +34.5% | +71.7% |
| YTD | +52.0% | +106.3% | -54.3% | +36.0% |
| 1Y | +144.5% | +47.3% | +97.2% | +128.6% |
| 3Y | -25.1% | -1.4% | -23.6% | -28.7% |
| 5Y | -52.9% | +114.0% | -166.9% | -61.6% |
| All | -2.6% | +60.8% | -63.4% | -28.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling