+103.1%
SPG vs REPL
-54.3%
+157.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.7% | -1.0% |
| 7D | -2.4% | -3.0% | +0.6% | -2.3% |
| 30D | -6.8% | +27.1% | -34.0% | -7.3% |
| 3M | +2.7% | +52.4% | -49.7% | +1.2% |
| 6M | +5.5% | +107.4% | -102.0% | +0.8% |
| YTD | +15.7% | +54.7% | -39.0% | +11.5% |
| 1Y | +20.9% | +158.9% | -138.0% | +12.3% |
| 3Y | +112.4% | -23.7% | +136.1% | +96.6% |
| All | +103.1% | -54.3% | +157.4% | +94.1% |
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 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