-52.1%
SMR vs REPL
+37.7%
-89.8%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | +0.9% | -8.8% | -7.9% |
| 7D | +10.3% | +9.8% | +0.5% | +9.7% |
| 30D | -25.7% | +81.5% | -107.2% | -28.6% |
| 3M | -49.7% | +44.2% | -94.0% | -51.0% |
| 6M | -59.8% | +437.4% | -497.2% | -66.1% |
| YTD | -66.0% | +126.1% | -192.1% | -71.0% |
| 1Y | -81.4% | +143.1% | -224.6% | -84.3% |
| 3Y | +130.6% | +97.8% | +32.8% | +63.6% |
| All | -52.1% | +37.7% | -89.8% | -65.2% |
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 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