+211.0%
SPY vs REPL
-6.0%
+217.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.3% |
| 7D | +0.1% | -3.0% | +3.1% | +0.2% |
| 30D | +0.1% | +27.1% | -27.1% | -0.8% |
| 3M | +2.0% | +52.4% | -50.4% | -1.0% |
| 6M | +13.0% | +107.4% | -94.4% | +4.6% |
| YTD | +13.5% | +54.7% | -41.2% | +6.3% |
| 1Y | +20.0% | +158.9% | -138.9% | +7.1% |
| 3Y | +77.2% | -23.7% | +100.9% | +53.7% |
| 5Y | +81.9% | -54.3% | +136.2% | +60.5% |
| All | +211.0% | -6.0% | +217.0% | +125.5% |
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