-46.5%
RUN vs SFM
-46.0%
-0.5%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -0.8% |
| 7D | -3.7% | -10.6% | +6.9% | -3.6% |
| 30D | -13.0% | -15.5% | +2.5% | -12.8% |
| 3M | -31.8% | -17.4% | -14.4% | -31.5% |
| 6M | -32.2% | -3.4% | -28.8% | -33.1% |
| YTD | -53.5% | -8.7% | -44.8% | -54.0% |
| 1Y | -46.5% | -47.2% | +0.6% | -50.8% |
| All | -46.5% | -46.0% | -0.5% | -50.8% |
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