-35.9%
RUN vs SBAC
-8.7%
-27.1%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.0% | -3.5% | -4.0% |
| 7D | -1.8% | +0.2% | -2.0% | -1.9% |
| 30D | -10.8% | +3.9% | -14.7% | -12.9% |
| 3M | -30.2% | -8.2% | -22.0% | -27.1% |
| 6M | -22.3% | -2.8% | -19.5% | -23.2% |
| YTD | -52.2% | -1.5% | -50.6% | -54.7% |
| 1Y | -45.1% | 0.0% | -45.1% | -49.2% |
| All | -35.9% | -8.7% | -27.1% | -35.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling