+154.4%
REPL vs SM
+72.1%
+82.3%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +1.0% | +7.0% | +7.9% |
| 7D | +22.8% | -25.9% | +48.7% | +25.8% |
| 30D | +63.8% | -15.1% | +78.9% | +64.2% |
| 3M | +68.1% | +4.9% | +63.3% | +60.3% |
| 6M | +528.5% | +6.1% | +522.3% | +513.6% |
| YTD | +122.4% | +63.4% | +59.0% | +107.2% |
| 1Y | +154.4% | +72.5% | +81.9% | +133.1% |
| All | +154.4% | +72.1% | +82.3% | +133.1% |
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