+207.6%
SPY vs REPL
+36.1%
+171.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.4% | +7.8% | +1.5% |
| 7D | -0.9% | +5.3% | -6.2% | -1.1% |
| 30D | -2.4% | +66.6% | -69.0% | -4.1% |
| 3M | -1.2% | +59.6% | -60.7% | -2.9% |
| 6M | +3.3% | +482.4% | -479.1% | -5.9% |
| YTD | +12.3% | +124.1% | -111.8% | +3.6% |
| 1Y | +12.4% | +138.6% | -126.1% | +3.4% |
| 3Y | +78.8% | +96.0% | -17.2% | +45.0% |
| 5Y | +75.2% | -35.4% | +110.6% | +52.9% |
| All | +207.6% | +36.1% | +171.5% | +119.9% |
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