+155.6%
REPL vs SM
+62.4%
+93.2%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.7% | +5.7% | +3.2% |
| 7D | +14.2% | -22.3% | +36.5% | +16.7% |
| 30D | +65.9% | -21.4% | +87.2% | +68.2% |
| 3M | +84.6% | +1.4% | +83.2% | +76.6% |
| 6M | +446.9% | +0.1% | +446.8% | +436.3% |
| YTD | +129.0% | +59.0% | +70.1% | +113.5% |
| All | +155.6% | +62.4% | +93.2% | +136.0% |
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 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