+71.1%
RUN vs SFM
+137.0%
-65.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +1.6% | -7.7% | -6.3% |
| 7D | -13.7% | -0.4% | -13.3% | -13.6% |
| 30D | +9.4% | -19.2% | +28.6% | +11.8% |
| 3M | -13.4% | -40.3% | +26.9% | -7.9% |
| 6M | -39.6% | -40.9% | +1.3% | -36.0% |
| YTD | -53.7% | -35.5% | -18.2% | -51.8% |
| 1Y | -56.2% | -37.4% | -18.7% | -54.2% |
| 3Y | -9.7% | +25.5% | -35.2% | -19.6% |
| 5Y | -85.5% | +113.0% | -198.5% | -88.4% |
| All | +71.1% | +137.0% | -65.9% | +34.0% |
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