+75.5%
REPX vs SPY
+9.9%
+65.6%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.3% | +2.5% | +2.9% |
| 7D | -22.6% | -2.7% | -19.9% | -23.5% |
| 30D | -3.8% | -5.4% | +1.6% | -6.6% |
| 3M | +22.0% | -4.1% | +26.1% | +19.6% |
| 6M | +25.9% | +0.7% | +25.2% | +28.3% |
| YTD | +63.5% | +8.7% | +54.9% | +72.6% |
| 1Y | +75.5% | +10.9% | +64.6% | +83.4% |
| All | +75.5% | +9.9% | +65.6% | +83.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling