-17.5%
RUN vs SBAC
+71.5%
-88.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.6% | +0.2% |
| 7D | +1.3% | -0.8% | +2.0% | +1.7% |
| 30D | -15.3% | +6.9% | -22.2% | -18.9% |
| 3M | -40.0% | -8.2% | -31.8% | -37.6% |
| 6M | -27.0% | -1.6% | -25.3% | -29.5% |
| YTD | -51.7% | -0.1% | -51.6% | -54.8% |
| 1Y | -45.9% | -0.5% | -45.4% | -49.4% |
| 3Y | -43.8% | -9.1% | -34.7% | -42.9% |
| 5Y | -80.5% | -43.8% | -36.7% | -73.2% |
| 10Y | +45.3% | +80.5% | -35.3% | +32.2% |
| All | -17.5% | +71.5% | -88.9% | -21.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling