+46.8%
REPL vs SUI
+57.3%
-10.5%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | 0.0% | +2.9% | +3.0% |
| 7D | +14.2% | +3.0% | +11.2% | +12.9% |
| 30D | +65.9% | +5.6% | +60.3% | +61.8% |
| 3M | +84.6% | +0.9% | +83.7% | +82.8% |
| 6M | +446.9% | -2.6% | +449.5% | +441.4% |
| YTD | +129.0% | -0.1% | +129.1% | +122.1% |
| 1Y | +167.9% | -1.4% | +169.3% | +161.4% |
| 3Y | +93.9% | +19.8% | +74.1% | +65.5% |
| 5Y | -33.0% | -25.8% | -7.2% | -27.3% |
| All | +46.8% | +57.3% | -10.5% | +27.8% |
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