+90.1%
STM vs REPL
+175.2%
-85.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.6% | -4.2% | +0.3% |
| 7D | -7.9% | +12.7% | -20.6% | -8.1% |
| 30D | -14.1% | +73.5% | -87.6% | -14.9% |
| 3M | -17.6% | +70.3% | -87.9% | -18.4% |
| 6M | -24.2% | +472.0% | -496.2% | -26.9% |
| YTD | +73.3% | +139.5% | -66.2% | +64.3% |
| 1Y | +90.1% | +167.3% | -77.2% | +71.4% |
| All | +90.1% | +175.2% | -85.1% | +71.4% |
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