-53.0%
REPL vs SUI
-32.0%
-21.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.5% |
| 7D | -3.0% | -2.8% | -0.1% | -2.2% |
| 30D | +27.1% | -1.2% | +28.3% | +27.4% |
| 3M | +52.4% | -1.7% | +54.1% | +51.6% |
| 6M | +107.4% | -10.5% | +117.9% | +112.5% |
| YTD | +54.7% | -1.8% | +56.6% | +51.9% |
| 1Y | +158.9% | -4.1% | +162.9% | +156.7% |
| 3Y | -23.7% | +11.3% | -35.0% | -32.7% |
| All | -53.0% | -32.0% | -21.0% | -46.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling