+41.5%
RUN vs SFM
+268.6%
-227.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.8% |
| 7D | -3.4% | -8.8% | +5.4% | -2.2% |
| 30D | -14.0% | -14.5% | +0.5% | -12.2% |
| 3M | -27.5% | -16.8% | -10.6% | -25.9% |
| 6M | -29.0% | -5.3% | -23.6% | -29.3% |
| YTD | -53.1% | -9.4% | -43.7% | -53.0% |
| 1Y | -46.7% | -46.2% | -0.6% | -42.7% |
| 3Y | -38.3% | +81.3% | -119.6% | -47.1% |
| 5Y | -80.7% | +211.9% | -292.6% | -85.1% |
| All | +41.5% | +268.6% | -227.1% | +2.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling