+4,608.4%
SITM vs REPL
+21.5%
+4,586.9%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -1.6% | +8.2% | +6.7% |
| 7D | +9.7% | -3.0% | +12.7% | +10.0% |
| 30D | +12.7% | +27.1% | -14.4% | +10.2% |
| 3M | -13.4% | +52.4% | -65.8% | -19.6% |
| 6M | +59.6% | +107.4% | -47.8% | +30.3% |
| YTD | +73.3% | +54.7% | +18.6% | +45.8% |
| 1Y | +165.5% | +158.9% | +6.7% | +94.5% |
| 3Y | +368.7% | -23.7% | +392.4% | +215.9% |
| 5Y | +172.5% | -54.3% | +226.8% | +96.1% |
| All | +4,608.4% | +21.5% | +4,586.9% | +2,062.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling