+208.8%
SPYM vs REPL
+37.4%
+171.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.4% |
| 7D | +3.3% | +9.8% | -6.5% | +2.9% |
| 30D | -2.6% | +81.5% | -84.1% | -4.7% |
| 3M | -1.7% | +44.2% | -46.0% | -3.1% |
| 6M | +3.1% | +437.4% | -434.3% | -5.8% |
| YTD | +12.0% | +126.1% | -114.1% | +3.2% |
| 1Y | +12.1% | +143.1% | -131.0% | +2.9% |
| 3Y | +78.5% | +97.8% | -19.3% | +44.5% |
| 5Y | +73.8% | -34.3% | +108.1% | +51.6% |
| All | +208.8% | +37.4% | +171.4% | +119.1% |
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