-68.1%
SE vs REPL
-54.3%
-13.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.8% |
| 7D | -6.1% | -3.0% | -3.1% | -6.0% |
| 30D | -2.5% | +27.1% | -29.6% | -3.6% |
| 3M | +21.7% | +52.4% | -30.7% | +17.1% |
| 6M | +27.0% | +107.4% | -80.4% | +14.2% |
| YTD | -12.1% | +54.7% | -66.9% | -19.6% |
| 1Y | -40.9% | +158.9% | -199.8% | -49.8% |
| 3Y | +191.0% | -23.7% | +214.7% | +149.2% |
| All | -68.1% | -54.3% | -13.8% | -74.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling