+91.0%
SPYG vs REPL
+97.7%
-6.7%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.9% |
| 7D | +2.3% | +1.2% | +1.1% | +2.3% |
| 30D | -6.5% | +92.2% | -98.6% | -7.2% |
| 3M | -6.8% | +44.1% | -51.0% | -7.3% |
| 6M | -3.1% | +313.0% | -316.2% | -5.4% |
| YTD | +8.0% | +125.2% | -117.2% | +5.3% |
| 1Y | +10.2% | +143.8% | -133.5% | +7.4% |
| 3Y | +91.0% | +104.2% | -13.2% | +80.8% |
| All | +91.0% | +97.7% | -6.7% | +80.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling