+528.5%
REPL vs SM
+2.7%
+525.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +1.0% | +7.0% | +7.9% |
| 7D | +22.8% | -25.9% | +48.7% | +27.3% |
| 30D | +63.8% | -15.1% | +78.9% | +63.9% |
| 3M | +68.1% | +4.9% | +63.3% | +51.4% |
| 6M | +528.5% | +6.1% | +522.3% | +594.6% |
| All | +528.5% | +2.7% | +525.8% | +594.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling