-34.1%
RUN vs SFM
+96.9%
-131.0%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -6.5% | +10.2% | +4.3% |
| 7D | +10.2% | -5.8% | +16.0% | +10.7% |
| 30D | -9.6% | -11.4% | +1.7% | -8.7% |
| 3M | -31.5% | -12.2% | -19.3% | -30.8% |
| 6M | -18.7% | -5.2% | -13.5% | -19.2% |
| YTD | -49.9% | -4.5% | -45.4% | -50.3% |
| 1Y | -45.5% | -45.4% | -0.1% | -41.7% |
| 3Y | -34.1% | +91.1% | -125.2% | -60.6% |
| All | -34.1% | +96.9% | -131.0% | -60.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling