-45.9%
RUN vs SFM
-41.4%
-4.5%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.9% | -3.3% | -0.5% |
| 7D | +1.3% | -0.1% | +1.3% | +1.3% |
| 30D | -15.3% | -4.4% | -10.9% | -15.2% |
| 3M | -40.0% | +1.5% | -41.5% | -40.1% |
| 6M | -27.0% | +6.5% | -33.4% | -27.8% |
| YTD | -51.7% | +2.2% | -53.9% | -52.3% |
| 1Y | -45.9% | -41.9% | -4.0% | -53.7% |
| All | -45.9% | -41.4% | -4.5% | -53.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 1y: compounded portfolio wealth divided by compounded SFM 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…
1y analysis · Full analysis span regression · 6 months rolling