-45.1%
RUN vs SM
+46.0%
-91.1%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.6% | -5.1% | -4.5% |
| 7D | -1.8% | -0.2% | -1.6% | -1.9% |
| 30D | -10.8% | +20.3% | -31.1% | -7.8% |
| 3M | -30.2% | +22.9% | -53.1% | -26.5% |
| 6M | -22.3% | +47.8% | -70.2% | -16.5% |
| YTD | -52.2% | +107.5% | -159.6% | -50.4% |
| 1Y | -45.1% | +51.7% | -96.8% | -41.0% |
| All | -45.1% | +46.0% | -91.1% | -41.0% |
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