-53.3%
RUN vs SM
+69.2%
-122.6%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +5.6% | -1.4% | +5.6% |
| 7D | +3.2% | +0.3% | +2.9% | +3.4% |
| 30D | +19.5% | -17.3% | +36.8% | +14.4% |
| 3M | -9.6% | -3.6% | -6.0% | -9.5% |
| 6M | -37.3% | +2.9% | -40.2% | -34.7% |
| YTD | -50.7% | +70.2% | -120.9% | -48.8% |
| All | -53.3% | +69.2% | -122.6% | -51.5% |
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