-0.8%
REPL vs SPY
+210.9%
-211.7%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.2% |
| 7D | -3.0% | +0.1% | -3.1% | -3.2% |
| 30D | +27.1% | +0.1% | +27.1% | +26.9% |
| 3M | +52.4% | +2.0% | +50.4% | +48.6% |
| 6M | +107.4% | +13.0% | +94.4% | +75.8% |
| YTD | +54.7% | +13.5% | +41.2% | +30.4% |
| 1Y | +158.9% | +20.0% | +138.9% | +104.9% |
| 3Y | -23.7% | +77.2% | -100.9% | -63.2% |
| 5Y | -54.3% | +81.9% | -136.2% | -78.4% |
| All | -0.8% | +210.9% | -211.7% | -74.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling