+130.5%
SU vs REPL
+36.8%
+93.7%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +0.9% |
| 7D | +1.7% | +1.2% | +0.5% | +1.7% |
| 30D | -7.9% | +92.2% | -100.1% | -9.3% |
| 3M | +7.5% | +44.1% | -36.6% | +6.5% |
| 6M | +7.2% | +313.0% | -305.8% | +1.6% |
| YTD | +60.9% | +125.2% | -64.3% | +52.3% |
| 1Y | +63.6% | +143.8% | -80.1% | +54.4% |
| 3Y | +128.9% | +104.2% | +24.7% | +94.5% |
| 5Y | +228.3% | -34.5% | +262.8% | +199.0% |
| All | +130.5% | +36.8% | +93.7% | +73.4% |
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