-79.3%
RUN vs SBAC
-44.4%
-35.0%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.1% | +4.0% |
| 7D | +10.2% | -0.1% | +10.2% | +10.0% |
| 30D | -9.6% | +3.2% | -12.8% | -12.0% |
| 3M | -31.5% | -5.1% | -26.4% | -29.9% |
| 6M | -18.7% | -2.1% | -16.6% | -22.2% |
| YTD | -49.9% | -0.5% | -49.4% | -54.3% |
| 1Y | -45.5% | +1.1% | -46.6% | -51.6% |
| 3Y | -34.1% | -7.4% | -26.7% | -35.6% |
| All | -79.3% | -44.4% | -35.0% | -69.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling