-53.9%
RUN vs SM
+70.4%
-124.3%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -15.3% | +16.6% | -2.8% |
| 7D | +18.5% | -21.5% | +39.9% | +11.7% |
| 30D | +15.5% | -11.4% | +26.9% | +12.3% |
| 3M | -20.3% | +0.6% | -20.9% | -19.5% |
| 6M | -30.8% | +0.2% | -31.0% | -28.6% |
| YTD | -52.2% | +69.7% | -121.9% | -49.1% |
| 1Y | -53.9% | +71.6% | -125.4% | -50.8% |
| All | -53.9% | +70.4% | -124.3% | -50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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