+102.2%
REPX vs SPY
+67.4%
+34.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.3% | +2.5% | +2.4% |
| 7D | -22.6% | -2.7% | -19.9% | -20.2% |
| 30D | -3.8% | -5.4% | +1.6% | +2.0% |
| 3M | +22.0% | -4.1% | +26.1% | +27.0% |
| 6M | +25.9% | +0.7% | +25.2% | +22.2% |
| YTD | +63.5% | +8.7% | +54.9% | +42.2% |
| 1Y | +75.5% | +10.9% | +64.6% | +48.2% |
| 3Y | +52.7% | +75.0% | -22.2% | -28.5% |
| All | +102.2% | +67.4% | +34.9% | -5.4% |
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 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