+84.9%
SPG vs REPL
-35.3%
+120.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.5% |
| 7D | +3.1% | +9.8% | -6.7% | +3.0% |
| 30D | +16.4% | +81.5% | -65.1% | +15.2% |
| 3M | +7.1% | +44.2% | -37.2% | +6.3% |
| 6M | +16.1% | +437.4% | -421.3% | +10.6% |
| YTD | +30.4% | +126.1% | -95.7% | +25.1% |
| 1Y | +33.0% | +143.1% | -110.2% | +27.2% |
| 3Y | +134.6% | +97.8% | +36.8% | +99.3% |
| 5Y | +84.9% | -34.3% | +119.2% | +76.3% |
| All | +84.9% | -35.3% | +120.2% | +76.3% |
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