-18.3%
RUN vs SIRI
-9.2%
-9.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.9% | -3.7% | -4.1% |
| 7D | -1.8% | -3.9% | +2.1% | +0.2% |
| 30D | -10.8% | -0.8% | -10.0% | -10.4% |
| 3M | -30.2% | +4.3% | -34.5% | -31.8% |
| 6M | -22.3% | +34.1% | -56.4% | -33.1% |
| YTD | -52.2% | +47.3% | -99.5% | -61.5% |
| 1Y | -45.1% | +22.9% | -68.0% | -51.9% |
| 3Y | -37.1% | -24.6% | -12.5% | -33.8% |
| 5Y | -80.3% | -43.2% | -37.1% | -77.6% |
| 10Y | +45.2% | -12.3% | +57.5% | +18.2% |
| All | -18.3% | -9.2% | -9.1% | -35.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling