+41.5%
RUN vs SBAC
+83.0%
-41.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.8% | +0.9% | 0.0% |
| 7D | -3.4% | -5.3% | +1.9% | +0.2% |
| 30D | -14.0% | +0.4% | -14.3% | -14.3% |
| 3M | -27.5% | -11.9% | -15.6% | -22.1% |
| 6M | -29.0% | -4.5% | -24.5% | -30.4% |
| YTD | -53.1% | -4.3% | -48.8% | -55.2% |
| 1Y | -46.7% | -3.9% | -42.8% | -49.6% |
| 3Y | -38.3% | -11.0% | -27.3% | -36.7% |
| 5Y | -80.7% | -44.1% | -36.6% | -72.5% |
| All | +41.5% | +83.0% | -41.6% | +25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded SBAC 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling