+256.8%
SPYG vs REPL
-9.7%
+266.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | -0.3% |
| 7D | +0.3% | -9.6% | +9.9% | +0.7% |
| 30D | -1.7% | +5.7% | -7.4% | -2.0% |
| 3M | +3.6% | +56.4% | -52.7% | 0.0% |
| 6M | +16.6% | +67.4% | -50.8% | +7.8% |
| YTD | +13.4% | +48.7% | -35.3% | +5.2% |
| 1Y | +19.6% | +148.3% | -128.7% | +5.3% |
| 3Y | +99.8% | -26.7% | +126.4% | +70.4% |
| 5Y | +85.0% | -54.1% | +139.1% | +60.0% |
| All | +256.8% | -9.7% | +266.5% | +151.4% |
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