+111.9%
STM vs REPL
+36.1%
+75.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -6.4% | +9.9% | +3.8% |
| 7D | +1.4% | +5.3% | -3.8% | +1.2% |
| 30D | -8.4% | +66.6% | -75.0% | -11.1% |
| 3M | -15.8% | +59.6% | -75.4% | -18.3% |
| 6M | -22.8% | +482.4% | -505.2% | -33.9% |
| YTD | +79.4% | +124.1% | -44.7% | +56.5% |
| 1Y | +97.0% | +138.6% | -41.6% | +71.0% |
| 3Y | +14.2% | +96.0% | -81.8% | -19.4% |
| 5Y | -4.5% | -35.4% | +30.9% | -24.0% |
| All | +111.9% | +36.1% | +75.8% | +26.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling