-2.6%
REPL vs SNY
+42.6%
-45.1%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.6% | -0.6% |
| 7D | -5.7% | -2.7% | -3.0% | -4.5% |
| 30D | +22.5% | -0.7% | +23.2% | +23.0% |
| 3M | +64.7% | -1.6% | +66.3% | +63.4% |
| 6M | +83.0% | +2.3% | +80.8% | +77.6% |
| YTD | +52.0% | -6.0% | +58.0% | +53.4% |
| 1Y | +144.5% | -2.7% | +147.2% | +138.0% |
| 3Y | -25.1% | -7.5% | -17.6% | -28.8% |
| 5Y | -52.9% | +6.7% | -59.6% | -61.0% |
| All | -2.6% | +42.6% | -45.1% | -33.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling