-3.6%
SMR vs REPL
-5.8%
+2.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.4% |
| 7D | +4.4% | -3.0% | +7.4% | +4.6% |
| 30D | +3.4% | +27.1% | -23.7% | +1.6% |
| 3M | -19.2% | +52.4% | -71.5% | -23.4% |
| 6M | -22.6% | +107.4% | -130.1% | -33.6% |
| YTD | -31.5% | +54.7% | -86.3% | -40.2% |
| 1Y | -73.1% | +158.9% | -231.9% | -78.0% |
| 3Y | +55.0% | -23.7% | +78.7% | +19.6% |
| All | -3.6% | -5.8% | +2.2% | -28.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling