+144.5%
REPL vs SPY
+19.4%
+125.1%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.2% | -1.1% |
| 7D | -5.7% | +0.5% | -6.3% | -6.5% |
| 30D | +22.5% | -0.9% | +23.4% | +24.0% |
| 3M | +64.7% | +3.9% | +60.8% | +56.3% |
| 6M | +83.0% | +14.5% | +68.5% | +59.0% |
| YTD | +52.0% | +12.9% | +39.0% | +33.6% |
| 1Y | +144.5% | +19.4% | +125.2% | +211.1% |
| All | +144.5% | +19.4% | +125.1% | +211.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling