+43.7%
REPL vs SUI
+54.6%
-10.9%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.8% | -5.6% | -6.2% |
| 7D | +5.3% | -2.4% | +7.7% | +6.1% |
| 30D | +66.6% | +3.3% | +63.3% | +63.8% |
| 3M | +59.6% | +0.7% | +58.9% | +58.3% |
| 6M | +482.4% | -4.1% | +486.5% | +479.7% |
| YTD | +124.1% | -1.8% | +125.9% | +118.6% |
| 1Y | +138.6% | -4.1% | +142.6% | +135.2% |
| 3Y | +96.0% | +17.4% | +78.6% | +68.6% |
| 5Y | -35.4% | -27.0% | -8.4% | -29.5% |
| All | +43.7% | +54.6% | -10.9% | +25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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