+111.7%
SPOT vs REPL
-53.9%
+165.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.8% | -0.7% | -2.5% |
| 7D | -2.9% | -5.7% | +2.9% | -2.7% |
| 30D | +8.3% | +22.5% | -14.2% | +7.8% |
| 3M | +5.1% | +64.7% | -59.6% | +3.2% |
| 6M | -6.5% | +83.0% | -89.5% | -11.2% |
| YTD | -9.0% | +52.0% | -60.9% | -12.9% |
| 1Y | -26.4% | +144.5% | -170.9% | -33.4% |
| 3Y | +240.0% | -25.1% | +265.1% | +217.0% |
| 5Y | +111.7% | -52.9% | +164.6% | +92.3% |
| All | +111.7% | -53.9% | +165.6% | +92.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling