+409.2%
SE vs REPL
+39.1%
+370.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.0% | 0.0% | +2.7% |
| 7D | +3.3% | +14.2% | -10.9% | +2.3% |
| 30D | -18.2% | +65.9% | -84.0% | -21.3% |
| 3M | -31.3% | +84.6% | -115.8% | -34.5% |
| 6M | -10.1% | +446.9% | -457.0% | -26.3% |
| YTD | -38.9% | +129.0% | -167.9% | -49.0% |
| 1Y | -48.0% | +167.9% | -215.9% | -57.4% |
| 3Y | +78.8% | +93.9% | -15.1% | +9.0% |
| 5Y | -77.1% | -33.0% | -44.2% | -83.4% |
| All | +409.2% | +39.1% | +370.1% | +165.2% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 10y: compounded portfolio wealth divided by compounded REPL 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…
10y analysis · Full analysis span regression · 6 months rolling