+78.0%
SPG vs REPL
-35.6%
+113.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +8.0% | -7.2% | +0.7% |
| 7D | +4.9% | +22.8% | -17.9% | +4.5% |
| 30D | +15.6% | +63.8% | -48.2% | +14.6% |
| 3M | +4.1% | +68.1% | -64.0% | +3.1% |
| 6M | +13.6% | +528.5% | -514.9% | +7.6% |
| YTD | +27.5% | +122.4% | -94.9% | +22.4% |
| 1Y | +32.2% | +154.4% | -122.1% | +26.2% |
| 3Y | +126.0% | +68.0% | +58.0% | +95.8% |
| All | +78.0% | -35.6% | +113.6% | +70.0% |
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