+82.3%
SPYM vs REPL
-53.9%
+136.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | -0.5% |
| 7D | +0.6% | -5.7% | +6.3% | +0.7% |
| 30D | -0.9% | +22.5% | -23.4% | -1.3% |
| 3M | +3.9% | +64.7% | -60.8% | +2.1% |
| 6M | +14.5% | +83.0% | -68.5% | +10.3% |
| YTD | +13.0% | +52.0% | -39.0% | +9.2% |
| 1Y | +19.4% | +144.5% | -125.1% | +12.6% |
| 3Y | +78.9% | -25.1% | +103.9% | +69.2% |
| 5Y | +82.3% | -52.9% | +135.2% | +71.0% |
| All | +82.3% | -53.9% | +136.2% | +71.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling