+71.5%
SITM vs REPL
-35.0%
+106.5%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.4% | -5.1% | -5.5% |
| 7D | +6.6% | +1.2% | +5.4% | +6.5% |
| 30D | -15.3% | +92.2% | -107.5% | -18.8% |
| 3M | -35.4% | +44.1% | -79.5% | -37.0% |
| 6M | -46.8% | +313.0% | -359.8% | -53.5% |
| YTD | +25.9% | +125.2% | -99.3% | +9.4% |
| 1Y | +54.0% | +143.8% | -89.8% | +32.7% |
| 3Y | +315.6% | +104.2% | +211.4% | +158.7% |
| All | +71.5% | -35.0% | +106.5% | +40.8% |
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