-48.1%
SMR vs REPL
+45.9%
-94.0%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +4.6% | -8.6% | -4.3% |
| 7D | -2.8% | +12.7% | -15.5% | -3.5% |
| 30D | -27.5% | +73.5% | -101.0% | -30.1% |
| 3M | -43.1% | +70.3% | -113.4% | -45.2% |
| 6M | -58.4% | +472.0% | -530.4% | -65.0% |
| YTD | -63.2% | +139.5% | -202.7% | -68.7% |
| 1Y | -81.6% | +167.3% | -248.9% | -84.5% |
| 3Y | +149.8% | +109.5% | +40.2% | +76.6% |
| All | -48.1% | +45.9% | -94.0% | -62.4% |
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