+197.7%
SPY vs REPL
+35.1%
+162.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +8.0% | -7.7% | +0.1% |
| 7D | -2.7% | +22.8% | -25.5% | -3.4% |
| 30D | -5.4% | +63.8% | -69.2% | -7.1% |
| 3M | -4.1% | +68.1% | -72.2% | -6.0% |
| 6M | +0.7% | +528.5% | -527.8% | -8.6% |
| YTD | +8.7% | +122.4% | -113.8% | +0.3% |
| 1Y | +10.9% | +154.4% | -143.5% | +1.7% |
| 3Y | +75.0% | +68.0% | +7.0% | +43.8% |
| 5Y | +67.8% | -35.4% | +103.2% | +46.5% |
| All | +197.7% | +35.1% | +162.6% | +112.8% |
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