+161.6%
REPX vs SPY
+82.0%
+79.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | +0.1% |
| 7D | +9.5% | +0.1% | +9.4% | +9.4% |
| 30D | +27.1% | +0.1% | +27.0% | +26.9% |
| 3M | +17.0% | +2.0% | +15.0% | +13.3% |
| 6M | +44.8% | +13.0% | +31.8% | +21.4% |
| YTD | +65.0% | +13.5% | +51.4% | +37.4% |
| 1Y | +52.5% | +20.0% | +32.5% | +17.6% |
| 3Y | +42.4% | +77.2% | -34.8% | -33.4% |
| All | +161.6% | +82.0% | +79.6% | +15.6% |
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