-49.5%
SMR vs REPL
+35.5%
-85.0%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.2% | +8.0% | +8.3% | +15.7% |
| 7D | -9.6% | +22.8% | -32.4% | -10.8% |
| 30D | -33.8% | +63.8% | -97.6% | -35.9% |
| 3M | -46.4% | +68.1% | -114.5% | -48.3% |
| 6M | -62.4% | +528.5% | -590.9% | -68.8% |
| YTD | -64.1% | +122.4% | -186.6% | -69.4% |
| 1Y | -84.3% | +154.4% | -238.7% | -86.8% |
| 3Y | +55.8% | +68.0% | -12.2% | +12.5% |
| All | -49.5% | +35.5% | -85.0% | -63.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling