+618.9%
REPX vs SPY
+307.0%
+311.9%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +0.9% | +0.9% |
| 7D | +7.7% | +2.6% | +5.1% | +5.2% |
| 30D | -3.6% | -2.0% | -1.6% | -2.2% |
| 3M | +26.1% | -2.8% | +28.9% | +28.7% |
| 6M | +25.3% | +2.1% | +23.2% | +21.2% |
| YTD | +76.1% | +11.5% | +64.6% | +55.1% |
| 1Y | +79.4% | +13.5% | +65.9% | +55.1% |
| 3Y | +100.3% | +77.7% | +22.6% | +16.1% |
| 5Y | +126.8% | +72.6% | +54.2% | +34.9% |
| All | +618.9% | +307.0% | +311.9% | +198.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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