-15.7%
STM vs REPL
-35.6%
+19.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +8.0% | -3.6% | +4.2% |
| 7D | -10.7% | +22.8% | -33.5% | -11.3% |
| 30D | -25.7% | +63.8% | -89.5% | -26.9% |
| 3M | -21.6% | +68.1% | -89.7% | -23.0% |
| 6M | -27.8% | +528.5% | -556.3% | -33.9% |
| YTD | +61.8% | +122.4% | -60.7% | +50.1% |
| 1Y | +78.1% | +154.4% | -76.3% | +64.4% |
| 3Y | +4.9% | +68.0% | -63.1% | -13.5% |
| All | -15.7% | -35.6% | +19.9% | -22.5% |
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