+642.5%
REPX vs SPY
+315.0%
+327.4%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.4% | -4.2% | -4.0% |
| 7D | -15.1% | +0.1% | -15.2% | -15.3% |
| 30D | -10.1% | -3.3% | -6.8% | -7.6% |
| 3M | +19.2% | -2.4% | +21.6% | +21.2% |
| 6M | +24.2% | +2.6% | +21.7% | +19.6% |
| YTD | +60.5% | +11.2% | +49.2% | +41.6% |
| 1Y | +69.5% | +13.4% | +56.1% | +46.5% |
| 3Y | +94.1% | +79.9% | +14.2% | +11.4% |
| 5Y | +104.0% | +72.2% | +31.8% | +21.6% |
| 10Y | +642.5% | +307.3% | +335.1% | +215.7% |
| All | +642.5% | +315.0% | +327.4% | +215.7% |
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