+11.1%
SMR vs REPL
-7.5%
+18.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -1.8% | +17.1% | +15.4% |
| 7D | +21.4% | -5.7% | +27.1% | +21.8% |
| 30D | +13.8% | +22.5% | -8.6% | +12.2% |
| 3M | +3.9% | +64.7% | -60.8% | -2.1% |
| 6M | -4.2% | +83.0% | -87.2% | -16.9% |
| YTD | -21.1% | +52.0% | -73.1% | -31.0% |
| 1Y | -67.1% | +144.5% | -211.6% | -73.0% |
| 3Y | +88.9% | -25.1% | +113.9% | +45.9% |
| All | +11.1% | -7.5% | +18.6% | -17.0% |
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