+45.2%
RUN vs SM
+16.0%
+29.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.6% | -5.1% | -4.7% |
| 7D | -1.8% | -0.2% | -1.6% | -1.8% |
| 30D | -10.8% | +20.3% | -31.1% | -13.8% |
| 3M | -30.2% | +22.9% | -53.1% | -33.4% |
| 6M | -22.3% | +47.8% | -70.2% | -29.3% |
| YTD | -52.2% | +107.5% | -159.6% | -59.6% |
| 1Y | -45.1% | +51.7% | -96.8% | -51.1% |
| 3Y | -37.1% | -0.9% | -36.2% | -40.8% |
| 5Y | -80.3% | +112.2% | -192.5% | -83.8% |
| 10Y | +45.2% | +20.3% | +24.9% | +4.2% |
| All | +45.2% | +16.0% | +29.3% | +4.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling