+126.0%
SPG vs REPL
+48.4%
+77.6%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +8.0% | -7.2% | +0.8% |
| 7D | +4.9% | +22.8% | -17.9% | +4.8% |
| 30D | +15.6% | +63.8% | -48.2% | +15.4% |
| 3M | +4.1% | +68.1% | -64.0% | +3.9% |
| 6M | +13.6% | +528.5% | -514.9% | +11.9% |
| YTD | +27.5% | +122.4% | -94.9% | +26.3% |
| 1Y | +32.2% | +154.4% | -122.1% | +30.7% |
| 3Y | +126.0% | +68.0% | +58.0% | +112.3% |
| All | +126.0% | +48.4% | +77.6% | +112.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling