-5.7%
STM vs REPL
-29.4%
+23.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.6% | -4.2% | +0.2% |
| 7D | -7.9% | +12.7% | -20.6% | -8.3% |
| 30D | -14.1% | +73.5% | -87.6% | -15.7% |
| 3M | -17.6% | +70.3% | -87.9% | -19.1% |
| 6M | -24.2% | +472.0% | -496.2% | -30.3% |
| YTD | +73.3% | +139.5% | -66.2% | +60.5% |
| 1Y | +90.1% | +167.3% | -77.2% | +75.2% |
| 3Y | +10.3% | +109.5% | -99.2% | -11.3% |
| 5Y | -5.7% | -29.9% | +24.2% | -12.8% |
| All | -5.7% | -29.4% | +23.7% | -12.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling