+210.1%
SPYM vs REPL
-9.7%
+219.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | -0.4% |
| 7D | -0.4% | -9.6% | +9.2% | 0.0% |
| 30D | -1.4% | +5.7% | -7.1% | -1.6% |
| 3M | +3.7% | +56.4% | -52.7% | +0.5% |
| 6M | +13.0% | +67.4% | -54.4% | +5.6% |
| YTD | +12.5% | +48.7% | -36.2% | +5.3% |
| 1Y | +18.6% | +148.3% | -129.7% | +6.0% |
| 3Y | +78.0% | -26.7% | +104.7% | +54.5% |
| 5Y | +82.3% | -54.1% | +136.4% | +60.4% |
| All | +210.1% | -9.7% | +219.8% | +123.5% |
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 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