+15.7%
STM vs REPL
-22.6%
+38.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.5% | +1.9% |
| 7D | +5.8% | -3.0% | +8.8% | +5.8% |
| 30D | -1.0% | +27.1% | -28.1% | -1.4% |
| 3M | -33.3% | +52.4% | -85.6% | -34.1% |
| 6M | +57.4% | +107.4% | -50.1% | +51.5% |
| YTD | +102.2% | +54.7% | +47.5% | +95.5% |
| 1Y | +99.6% | +158.9% | -59.3% | +89.4% |
| All | +15.7% | -22.6% | +38.4% | +5.9% |
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