-14.8%
REPL vs SNY
+41.3%
-56.0%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.5% | -2.5% |
| 7D | -14.1% | -3.3% | -10.8% | -12.7% |
| 30D | -15.2% | -2.2% | -13.1% | -14.3% |
| 3M | +49.9% | -3.0% | +52.9% | +49.7% |
| 6M | +63.5% | +2.7% | +60.8% | +58.2% |
| YTD | +32.9% | -6.8% | +39.8% | +34.8% |
| 1Y | +115.0% | -5.3% | +120.2% | +112.6% |
| 3Y | -34.7% | -9.8% | -24.9% | -37.0% |
| 5Y | -59.7% | +9.7% | -69.3% | -67.4% |
| All | -14.8% | +41.3% | -56.0% | -41.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling