+43.7%
REPL vs SM
+32.7%
+10.9%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +5.6% | -12.0% | -7.2% |
| 7D | +5.3% | +0.3% | +4.9% | +5.2% |
| 30D | +66.6% | -17.3% | +84.0% | +69.9% |
| 3M | +59.6% | -3.6% | +63.1% | +58.7% |
| 6M | +482.4% | +2.9% | +479.5% | +473.7% |
| YTD | +124.1% | +70.2% | +53.9% | +104.2% |
| 1Y | +138.6% | +66.5% | +72.0% | +117.8% |
| 3Y | +96.0% | -8.2% | +104.2% | +86.9% |
| 5Y | -35.4% | -1.5% | -33.9% | -41.4% |
| All | +43.7% | +32.7% | +10.9% | +7.0% |
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