-93.5%
REPX vs SPY
+861.7%
-955.2%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -4.4% | -2.0% | -3.6% |
| 7D | -23.0% | -4.7% | -18.3% | -20.6% |
| 30D | -5.7% | -5.9% | +0.3% | -2.1% |
| 3M | +22.6% | -4.5% | +27.1% | +25.9% |
| 6M | +11.1% | +1.8% | +9.3% | +8.7% |
| YTD | +59.1% | +8.3% | +50.8% | +48.7% |
| 1Y | +65.3% | +9.3% | +56.0% | +53.5% |
| 3Y | +46.7% | +74.9% | -28.1% | +3.0% |
| 5Y | +101.0% | +67.3% | +33.7% | +47.1% |
| 10Y | +579.6% | +311.6% | +268.0% | +210.2% |
| All | -93.5% | +861.7% | -955.2% | -98.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling