+39.0%
SYY vs REPL
-6.0%
+45.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.4% | -1.2% |
| 7D | -2.3% | -3.0% | +0.7% | -2.2% |
| 30D | -4.9% | +27.1% | -32.1% | -5.7% |
| 3M | +8.4% | +52.4% | -44.0% | +5.5% |
| 6M | -7.4% | +107.4% | -114.8% | -13.7% |
| YTD | +11.0% | +54.7% | -43.7% | +4.5% |
| 1Y | -0.2% | +158.9% | -159.1% | -10.2% |
| 3Y | +23.8% | -23.7% | +47.5% | +8.3% |
| 5Y | +18.1% | -54.3% | +72.5% | +5.1% |
| All | +39.0% | -6.0% | +45.0% | +5.2% |
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 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