+104.0%
STM vs REPL
+39.1%
+64.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +3.0% | +3.8% | +6.6% |
| 7D | -5.6% | +14.2% | -19.8% | -6.2% |
| 30D | -14.4% | +65.9% | -80.3% | -16.9% |
| 3M | -20.5% | +84.6% | -105.0% | -23.4% |
| 6M | -24.5% | +446.9% | -471.4% | -35.0% |
| YTD | +72.7% | +129.0% | -56.3% | +50.6% |
| 1Y | +91.0% | +167.9% | -76.8% | +64.5% |
| 3Y | +13.5% | +93.9% | -80.4% | -19.6% |
| 5Y | -9.2% | -33.0% | +23.8% | -28.0% |
| All | +104.0% | +39.1% | +64.9% | +21.7% |
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