+15.6%
STM vs REPL
+96.7%
-81.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -6.4% | +9.9% | +3.6% |
| 7D | +1.4% | +5.3% | -3.8% | +1.4% |
| 30D | -8.4% | +66.6% | -75.0% | -9.2% |
| 3M | -15.8% | +59.6% | -75.4% | -16.6% |
| 6M | -22.8% | +482.4% | -505.2% | -26.1% |
| YTD | +79.4% | +124.1% | -44.7% | +72.2% |
| 1Y | +97.0% | +138.6% | -41.6% | +88.9% |
| All | +15.6% | +96.7% | -81.2% | +3.3% |
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