-13.4%
SPGI vs REPL
+141.0%
-154.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | +0.1% | -1.6% |
| 7D | +0.1% | -3.0% | +3.1% | +0.1% |
| 30D | +8.4% | +27.1% | -18.7% | +8.4% |
| 3M | +11.8% | +52.4% | -40.5% | +11.9% |
| 6M | +5.7% | +107.4% | -101.7% | +6.4% |
| YTD | -9.7% | +54.7% | -64.4% | -8.6% |
| All | -13.4% | +141.0% | -154.4% | -14.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling