-20.9%
RUN vs SBAC
+70.0%
-90.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -1.2% | -4.9% | -5.4% |
| 7D | -13.7% | -2.7% | -10.9% | -12.3% |
| 30D | +9.4% | +3.3% | +6.1% | +6.5% |
| 3M | -13.4% | +3.3% | -16.7% | -16.0% |
| 6M | -39.6% | -10.9% | -28.6% | -36.8% |
| YTD | -53.7% | -1.0% | -52.7% | -56.9% |
| 1Y | -56.2% | -4.5% | -51.7% | -58.1% |
| 3Y | -9.7% | -8.7% | -1.0% | -10.0% |
| 5Y | -85.5% | -40.6% | -44.9% | -80.7% |
| 10Y | +66.7% | +109.4% | -42.7% | +45.8% |
| All | -20.9% | +70.0% | -90.9% | -24.6% |
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