-69.4%
SMR vs REPL
+136.9%
-206.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.2% | -1.1% | -3.2% |
| 7D | +13.1% | -9.6% | +22.6% | +13.4% |
| 30D | +17.8% | +5.7% | +12.1% | +17.5% |
| 3M | +8.1% | +56.4% | -48.3% | +5.5% |
| 6M | -11.1% | +67.4% | -78.5% | -19.8% |
| YTD | -23.7% | +48.7% | -72.4% | -31.5% |
| 1Y | -69.4% | +148.3% | -217.7% | -72.1% |
| All | -69.4% | +136.9% | -206.3% | -72.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling