+31.0%
SRE vs REPL
-25.2%
+56.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.6% |
| 7D | -0.3% | -3.0% | +2.6% | -0.3% |
| 30D | -0.7% | +27.1% | -27.9% | -0.9% |
| 3M | -6.3% | +52.4% | -58.7% | -6.8% |
| 6M | -10.7% | +107.4% | -118.1% | -12.4% |
| YTD | -3.5% | +54.7% | -58.2% | -5.0% |
| 1Y | +5.3% | +158.9% | -153.6% | +1.9% |
| All | +31.0% | -25.2% | +56.3% | +32.1% |
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 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