+44.4%
REPL vs SM
+39.4%
+5.0%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | +1.2% | +9.4% | -8.1% | 0.0% |
| 30D | +92.2% | -14.4% | +106.6% | +95.1% |
| 3M | +44.1% | +1.6% | +42.6% | +42.3% |
| 6M | +313.0% | +6.3% | +306.7% | +305.0% |
| YTD | +125.2% | +78.8% | +46.4% | +103.9% |
| 1Y | +143.8% | +83.1% | +60.6% | +119.7% |
| 3Y | +104.2% | -5.9% | +110.1% | +94.1% |
| 5Y | -34.5% | +4.8% | -39.4% | -41.2% |
| All | +44.4% | +39.4% | +5.0% | +6.8% |
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