+169.2%
SITM vs REPL
-53.9%
+223.1%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.8% | -0.4% | -2.0% |
| 7D | +8.4% | -5.7% | +14.1% | +8.7% |
| 30D | -17.4% | +22.5% | -39.9% | -18.6% |
| 3M | -9.8% | +64.7% | -74.5% | -14.9% |
| 6M | +83.0% | +83.0% | -0.1% | +60.7% |
| YTD | +69.6% | +52.0% | +17.6% | +50.7% |
| 1Y | +144.9% | +144.5% | +0.4% | +96.0% |
| 3Y | +429.9% | -25.1% | +454.9% | +316.1% |
| 5Y | +169.2% | -52.9% | +222.0% | +126.0% |
| All | +169.2% | -53.9% | +223.1% | +126.0% |
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 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