+32.1%
REPL vs SUI
+59.6%
-27.5%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.7% | -3.9% | -3.5% |
| 7D | +15.1% | +8.8% | +6.4% | +11.7% |
| 30D | +51.1% | +8.9% | +42.2% | +45.7% |
| 3M | +69.2% | +2.0% | +67.2% | +67.1% |
| 6M | +597.6% | -0.6% | +598.2% | +585.9% |
| YTD | +106.0% | +1.3% | +104.6% | +98.8% |
| 1Y | +133.3% | +1.3% | +132.1% | +125.3% |
| 3Y | +41.0% | +16.3% | +24.7% | +22.7% |
| 5Y | -40.1% | -25.1% | -15.1% | -35.2% |
| All | +32.1% | +59.6% | -27.5% | +14.4% |
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