-0.8%
REPL vs SUI
+54.6%
-55.4%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.5% |
| 7D | -3.0% | -2.8% | -0.1% | -1.9% |
| 30D | +27.1% | -1.2% | +28.3% | +27.5% |
| 3M | +52.4% | -1.7% | +54.1% | +51.4% |
| 6M | +107.4% | -10.5% | +117.9% | +113.0% |
| YTD | +54.7% | -1.8% | +56.6% | +51.7% |
| 1Y | +158.9% | -4.1% | +162.9% | +156.6% |
| 3Y | -23.7% | +11.3% | -35.0% | -32.4% |
| 5Y | -54.3% | -32.1% | -22.2% | -48.2% |
| All | -0.8% | +54.6% | -55.4% | -12.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling