+158.9%
REPL vs SNY
+2.0%
+156.8%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.7% |
| 7D | -3.0% | -1.3% | -1.7% | -3.6% |
| 30D | +27.1% | +3.4% | +23.7% | +29.6% |
| 3M | +52.4% | -0.3% | +52.7% | +54.7% |
| 6M | +107.4% | +1.0% | +106.4% | +113.3% |
| YTD | +54.7% | -3.6% | +58.4% | +54.2% |
| 1Y | +158.9% | +3.0% | +155.9% | +159.0% |
| All | +158.9% | +2.0% | +156.8% | +159.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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