-81.4%
RUN vs SIRI
-41.5%
-39.9%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.2% |
| 7D | -3.7% | +0.6% | -4.3% | -3.9% |
| 30D | -13.0% | +2.5% | -15.5% | -13.8% |
| 3M | -31.8% | +6.6% | -38.4% | -33.6% |
| 6M | -32.2% | +32.9% | -65.1% | -39.3% |
| YTD | -53.5% | +50.5% | -103.9% | -60.9% |
| 1Y | -46.5% | +28.0% | -74.5% | -52.3% |
| 3Y | -37.6% | -22.4% | -15.2% | -34.3% |
| All | -81.4% | -41.5% | -39.9% | -75.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling