+137.2%
SPGI vs REPL
-6.0%
+143.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | +0.1% | -1.5% |
| 7D | +0.1% | -3.0% | +3.1% | +0.2% |
| 30D | +8.4% | +27.1% | -18.7% | +7.5% |
| 3M | +11.8% | +52.4% | -40.5% | +8.7% |
| 6M | +5.7% | +107.4% | -101.7% | -2.0% |
| YTD | -9.7% | +54.7% | -64.4% | -15.2% |
| 1Y | -12.5% | +158.9% | -171.3% | -22.0% |
| 3Y | +21.8% | -23.7% | +45.6% | +5.2% |
| 5Y | +8.2% | -54.3% | +62.5% | -4.7% |
| All | +137.2% | -6.0% | +143.2% | +67.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling