-78.2%
SE vs REPL
-35.3%
-42.9%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.7% |
| 7D | -1.5% | +9.8% | -11.3% | -1.9% |
| 30D | -22.3% | +81.5% | -103.8% | -24.4% |
| 3M | -41.8% | +44.2% | -86.1% | -42.9% |
| 6M | -22.4% | +437.4% | -459.8% | -31.0% |
| YTD | -41.6% | +126.1% | -167.7% | -47.4% |
| 1Y | -48.0% | +143.1% | -191.2% | -53.4% |
| 3Y | +63.9% | +97.8% | -34.0% | +12.0% |
| 5Y | -78.2% | -34.3% | -43.9% | -83.9% |
| All | -78.2% | -35.3% | -42.9% | -83.9% |
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