+614.9%
REPX vs SPY
+308.5%
+306.4%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.4% | +3.4% | +3.4% |
| 7D | +10.0% | +3.3% | +6.8% | +6.8% |
| 30D | -6.8% | -2.7% | -4.1% | -4.8% |
| 3M | +23.9% | -1.7% | +25.7% | +25.3% |
| 6M | +23.9% | +3.1% | +20.9% | +18.8% |
| YTD | +75.1% | +11.9% | +63.2% | +53.7% |
| 1Y | +78.4% | +12.0% | +66.4% | +56.2% |
| 3Y | +96.6% | +78.2% | +18.4% | +13.7% |
| 5Y | +125.5% | +73.2% | +52.2% | +33.7% |
| All | +614.9% | +308.5% | +306.4% | +195.8% |
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