+187.6%
SPOT vs REPL
-19.2%
+206.9%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.2% | +0.9% |
| 7D | -3.1% | -14.1% | +11.0% | -2.5% |
| 30D | +7.4% | -15.2% | +22.6% | +8.0% |
| 3M | +8.2% | +49.9% | -41.7% | +4.5% |
| 6M | +2.2% | +63.5% | -61.3% | -6.5% |
| YTD | -9.5% | +32.9% | -42.4% | -16.3% |
| 1Y | -23.8% | +115.0% | -138.8% | -34.5% |
| 3Y | +233.5% | -34.7% | +268.2% | +174.1% |
| 5Y | +112.2% | -59.7% | +171.9% | +78.8% |
| All | +187.6% | -19.2% | +206.9% | +107.4% |
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