-33.7%
REPL vs SPY
+72.1%
-105.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | 0.0% |
| 7D | +1.2% | +2.6% | -1.3% | -1.5% |
| 30D | +92.2% | -2.0% | +94.2% | +96.0% |
| 3M | +44.1% | -2.8% | +46.9% | +48.2% |
| 6M | +313.0% | +2.1% | +310.9% | +303.1% |
| YTD | +125.2% | +11.5% | +113.7% | +98.3% |
| 1Y | +143.8% | +13.5% | +130.3% | +110.7% |
| 3Y | +104.2% | +77.7% | +26.5% | +8.2% |
| All | -33.7% | +72.1% | -105.9% | -62.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling