+125.7%
SU vs REPL
-27.0%
+152.7%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.2% | +3.8% | +1.7% |
| 7D | +1.6% | -9.6% | +11.1% | +1.6% |
| 30D | +10.7% | +5.7% | +5.0% | +10.7% |
| 3M | +13.5% | +56.4% | -42.9% | +13.4% |
| 6M | +21.8% | +67.4% | -45.6% | +22.0% |
| YTD | +58.8% | +48.7% | +10.2% | +59.2% |
| 1Y | +72.0% | +148.3% | -76.2% | +71.4% |
| All | +125.7% | -27.0% | +152.7% | +120.7% |
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