+8.8%
SPYG vs REPL
+142.3%
-133.5%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.3% |
| 7D | +4.2% | +9.8% | -5.6% | +4.1% |
| 30D | -7.4% | +81.5% | -88.9% | -8.1% |
| 3M | -5.3% | +44.2% | -49.5% | -5.8% |
| 6M | -1.2% | +437.4% | -438.6% | -3.6% |
| YTD | +9.0% | +126.1% | -117.1% | +6.8% |
| 1Y | +8.8% | +143.1% | -134.3% | +5.3% |
| All | +8.8% | +142.3% | -133.5% | +5.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling