+173.6%
SO vs REPL
+36.1%
+137.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.4% | +6.6% | +0.3% |
| 7D | +0.8% | +5.3% | -4.5% | +0.7% |
| 30D | +7.8% | +66.6% | -58.8% | +6.9% |
| 3M | +2.9% | +59.6% | -56.6% | +2.1% |
| 6M | +2.5% | +482.4% | -479.9% | -2.2% |
| YTD | +10.3% | +124.1% | -113.8% | +5.9% |
| 1Y | +6.4% | +138.6% | -132.2% | +2.0% |
| 3Y | +52.8% | +96.0% | -43.2% | +36.7% |
| 5Y | +78.7% | -35.4% | +114.1% | +67.7% |
| All | +173.6% | +36.1% | +137.5% | +127.5% |
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