+68.0%
REPL vs SPY
+75.1%
-7.1%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +0.3% | +7.7% | +7.7% |
| 7D | +22.8% | -2.7% | +25.5% | +25.7% |
| 30D | +63.8% | -5.4% | +69.2% | +72.1% |
| 3M | +68.1% | -4.1% | +72.2% | +74.4% |
| 6M | +528.5% | +0.7% | +527.8% | +526.3% |
| YTD | +122.4% | +8.7% | +113.8% | +106.6% |
| 1Y | +154.4% | +10.9% | +143.5% | +132.3% |
| 3Y | +68.0% | +75.0% | -7.0% | -1.8% |
| All | +68.0% | +75.1% | -7.1% | -1.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling