-53.9%
RUN vs SIRI
+59.9%
-113.7%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +8.4% | -7.2% | -1.5% |
| 7D | +18.5% | +22.3% | -3.8% | +11.0% |
| 30D | +15.5% | +26.9% | -11.4% | +7.1% |
| 3M | -20.3% | +9.6% | -29.9% | -23.2% |
| 6M | -30.8% | +27.2% | -58.0% | -35.6% |
| YTD | -52.2% | +72.4% | -124.6% | -57.2% |
| 1Y | -53.9% | +59.9% | -113.8% | -57.0% |
| All | -53.9% | +59.9% | -113.7% | -57.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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