-78.0%
SE vs REPL
-35.6%
-42.4%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +8.0% | -7.9% | -0.2% |
| 7D | +2.0% | +22.8% | -20.8% | +1.1% |
| 30D | -20.0% | +63.8% | -83.8% | -21.8% |
| 3M | -31.8% | +68.1% | -99.9% | -33.5% |
| 6M | -15.9% | +528.5% | -544.4% | -26.0% |
| YTD | -40.6% | +122.4% | -163.1% | -46.5% |
| 1Y | -50.7% | +154.4% | -205.0% | -56.0% |
| 3Y | +70.3% | +68.0% | +2.3% | +22.4% |
| All | -78.0% | -35.6% | -42.4% | -83.8% |
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