-35.1%
REPL vs SM
-11.5%
-23.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +1.0% | +7.0% | +7.9% |
| 7D | +22.8% | -25.9% | +48.7% | +26.5% |
| 30D | +63.8% | -15.1% | +78.9% | +65.8% |
| 3M | +68.1% | +4.9% | +63.3% | +65.1% |
| 6M | +528.5% | +6.1% | +522.3% | +517.8% |
| YTD | +122.4% | +63.4% | +59.0% | +107.2% |
| 1Y | +154.4% | +72.5% | +81.9% | +135.3% |
| 3Y | +68.0% | -16.9% | +84.9% | +64.0% |
| All | -35.1% | -11.5% | -23.6% | -39.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling