+112.3%
SPG vs REPL
+36.8%
+75.5%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.3% |
| 7D | +2.0% | +1.2% | +0.7% | +1.9% |
| 30D | +17.2% | +92.2% | -74.9% | +14.3% |
| 3M | +6.3% | +44.1% | -37.8% | +4.6% |
| 6M | +18.7% | +313.0% | -294.3% | +8.4% |
| YTD | +30.1% | +125.2% | -95.1% | +18.3% |
| 1Y | +32.8% | +143.8% | -111.0% | +20.1% |
| 3Y | +133.6% | +104.2% | +29.4% | +78.2% |
| 5Y | +84.4% | -34.5% | +118.9% | +55.3% |
| All | +112.3% | +36.8% | +75.5% | +44.1% |
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 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