+46.8%
REPL vs SPY
+204.6%
-157.8%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.4% | +0.6% | +0.2% |
| 7D | +14.2% | +0.1% | +14.1% | +14.0% |
| 30D | +65.9% | -3.3% | +69.2% | +72.7% |
| 3M | +84.6% | -2.4% | +87.0% | +89.9% |
| 6M | +446.9% | +2.6% | +444.4% | +430.3% |
| YTD | +129.0% | +11.2% | +117.8% | +97.8% |
| 1Y | +167.9% | +13.4% | +154.5% | +126.3% |
| 3Y | +93.9% | +79.9% | +14.0% | -7.9% |
| 5Y | -33.0% | +72.2% | -105.2% | -66.1% |
| All | +46.8% | +204.6% | -157.8% | -61.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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