+154.1%
SPGI vs REPL
+36.1%
+118.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.4% | +6.8% | +0.6% |
| 7D | -1.4% | +5.3% | -6.6% | -1.6% |
| 30D | +15.3% | +66.6% | -51.4% | +13.2% |
| 3M | +16.5% | +59.6% | -43.0% | +14.5% |
| 6M | +19.8% | +482.4% | -462.5% | +9.4% |
| YTD | -3.2% | +124.1% | -127.3% | -10.4% |
| 1Y | +1.8% | +138.6% | -136.8% | -6.1% |
| 3Y | +30.6% | +96.0% | -65.5% | +5.1% |
| 5Y | +16.0% | -35.4% | +51.4% | +1.2% |
| All | +154.1% | +36.1% | +118.0% | +77.0% |
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 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