+4,789.7%
SITM vs REPL
+4.4%
+4,785.3%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.4% | +8.0% | +5.7% |
| 7D | +3.9% | -14.1% | +17.9% | +5.1% |
| 30D | -6.6% | -15.2% | +8.6% | -5.4% |
| 3M | -11.9% | +49.9% | -61.7% | -18.1% |
| 6M | +81.1% | +63.5% | +17.6% | +51.6% |
| YTD | +80.0% | +32.9% | +47.1% | +53.3% |
| 1Y | +145.8% | +115.0% | +30.9% | +83.4% |
| 3Y | +475.9% | -34.7% | +510.6% | +293.3% |
| 5Y | +189.2% | -59.7% | +248.9% | +109.4% |
| All | +4,789.7% | +4.4% | +4,785.3% | +2,173.0% |
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