+35.7%
SYY vs REPL
+45.5%
-9.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.6% | -5.5% | -1.1% |
| 7D | +4.7% | +12.7% | -8.0% | +4.4% |
| 30D | -0.7% | +73.5% | -74.1% | -2.4% |
| 3M | -6.8% | +70.3% | -77.1% | -8.4% |
| 6M | +8.6% | +472.0% | -463.3% | 0.0% |
| YTD | +8.4% | +139.5% | -131.1% | +0.6% |
| 1Y | +7.1% | +167.3% | -160.2% | -1.1% |
| 3Y | +25.2% | +109.5% | -84.3% | +2.4% |
| 5Y | +13.0% | -29.9% | +42.9% | -0.7% |
| All | +35.7% | +45.5% | -9.8% | +1.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling