+72.6%
SPY vs REPL
-35.0%
+107.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.4% |
| 7D | +2.6% | +1.2% | +1.3% | +2.6% |
| 30D | -2.0% | +92.2% | -94.2% | -3.2% |
| 3M | -2.8% | +44.1% | -46.9% | -3.5% |
| 6M | +2.1% | +313.0% | -310.9% | -2.0% |
| YTD | +11.5% | +125.2% | -113.7% | +6.9% |
| 1Y | +13.5% | +143.8% | -130.3% | +8.5% |
| 3Y | +77.7% | +104.2% | -26.5% | +55.5% |
| All | +72.6% | -35.0% | +107.5% | +64.2% |
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