+83.0%
STM vs REPL
+25.1%
+57.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -3.2% | -9.2% | -12.2% |
| 7D | -20.1% | +15.1% | -35.2% | -20.7% |
| 30D | -32.0% | +51.1% | -83.1% | -33.6% |
| 3M | -24.2% | +69.2% | -93.4% | -26.7% |
| 6M | -29.9% | +597.6% | -627.5% | -40.8% |
| YTD | +54.9% | +106.0% | -51.1% | +35.8% |
| 1Y | +68.0% | +133.3% | -65.3% | +45.9% |
| 3Y | -0.1% | +41.0% | -41.1% | -26.6% |
| 5Y | -17.9% | -40.1% | +22.3% | -34.5% |
| All | +83.0% | +25.1% | +57.9% | +9.8% |
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 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