+73.3%
RUN vs SFM
+140.2%
-66.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | -0.1% | +1.1% |
| 7D | -13.5% | +6.0% | -19.6% | -14.2% |
| 30D | +18.3% | -19.5% | +37.8% | +21.0% |
| 3M | -12.5% | -37.0% | +24.5% | -7.6% |
| 6M | -40.3% | -41.0% | +0.7% | -36.7% |
| YTD | -53.1% | -34.6% | -18.5% | -51.2% |
| 1Y | -54.3% | -36.3% | -18.0% | -52.3% |
| 3Y | -6.5% | +24.5% | -31.0% | -16.6% |
| 5Y | -85.3% | +115.9% | -201.2% | -88.3% |
| All | +73.3% | +140.2% | -66.9% | +35.5% |
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