+123.9%
REPX vs SPY
+74.6%
+49.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.3% | +2.5% | +2.4% |
| 7D | -0.1% | -0.9% | +0.8% | +0.9% |
| 30D | -6.7% | -2.4% | -4.3% | -4.5% |
| 3M | +18.2% | -1.2% | +19.4% | +18.9% |
| 6M | +25.7% | +3.3% | +22.4% | +18.7% |
| YTD | +69.9% | +12.3% | +57.6% | +42.3% |
| 1Y | +70.1% | +12.4% | +57.7% | +42.0% |
| 3Y | +90.7% | +78.8% | +11.9% | -12.7% |
| 5Y | +123.9% | +75.2% | +48.7% | -0.8% |
| All | +123.9% | +74.6% | +49.2% | -0.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling