-53.0%
REPL vs SM
+107.8%
-160.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.5% | +0.9% | -1.3% |
| 7D | -3.0% | +0.1% | -3.1% | -3.0% |
| 30D | +27.1% | +26.3% | +0.8% | +23.2% |
| 3M | +52.4% | +8.7% | +43.7% | +50.4% |
| 6M | +107.4% | +51.7% | +55.8% | +96.5% |
| YTD | +54.7% | +99.0% | -44.3% | +42.0% |
| 1Y | +158.9% | +34.6% | +124.3% | +147.0% |
| 3Y | -23.7% | -7.8% | -16.0% | -25.9% |
| All | -53.0% | +107.8% | -160.8% | -62.2% |
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