-60.4%
REPL vs SNY
+9.4%
-69.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.5% | -2.4% |
| 7D | -14.1% | -3.3% | -10.8% | -13.3% |
| 30D | -15.2% | -2.2% | -13.1% | -14.7% |
| 3M | +49.9% | -3.0% | +52.9% | +49.8% |
| 6M | +63.5% | +2.7% | +60.8% | +60.6% |
| YTD | +32.9% | -6.8% | +39.8% | +34.4% |
| 1Y | +115.0% | -5.3% | +120.2% | +113.5% |
| 3Y | -34.7% | -9.8% | -24.9% | -35.7% |
| All | -60.4% | +9.4% | -69.9% | -64.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling