+150.2%
SPGI vs REPL
+35.1%
+115.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +8.0% | -9.0% | -1.2% |
| 7D | +0.3% | +22.8% | -22.5% | -0.4% |
| 30D | +18.4% | +63.8% | -45.4% | +16.3% |
| 3M | +15.7% | +68.1% | -52.4% | +13.5% |
| 6M | +17.3% | +528.5% | -511.2% | +6.6% |
| YTD | -4.7% | +122.4% | -127.2% | -11.8% |
| 1Y | +1.8% | +154.4% | -152.5% | -6.4% |
| 3Y | +31.7% | +68.0% | -36.3% | +7.5% |
| 5Y | +12.1% | -35.4% | +47.4% | -2.3% |
| All | +150.2% | +35.1% | +115.1% | +74.3% |
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 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