+8.9%
SRE vs REPL
+136.9%
-128.0%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.6% | -0.5% |
| 7D | +1.5% | -9.6% | +11.0% | +1.5% |
| 30D | +0.8% | +5.7% | -4.9% | +0.8% |
| 3M | -5.8% | +56.4% | -62.2% | -6.1% |
| 6M | -7.8% | +67.4% | -75.2% | -9.1% |
| YTD | -2.4% | +48.7% | -51.0% | -3.5% |
| 1Y | +8.9% | +148.3% | -139.4% | +5.6% |
| All | +8.9% | +136.9% | -128.0% | +5.6% |
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