-34.1%
RUN vs SM
-2.8%
-31.3%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.6% | +0.1% | +3.1% |
| 7D | +10.2% | -0.2% | +10.3% | +10.2% |
| 30D | -9.6% | +31.5% | -41.1% | -14.1% |
| 3M | -31.5% | +17.3% | -48.8% | -33.8% |
| 6M | -18.7% | +48.5% | -67.2% | -27.8% |
| YTD | -49.9% | +106.3% | -156.1% | -60.9% |
| 1Y | -45.5% | +47.3% | -92.8% | -52.5% |
| 3Y | -34.1% | -1.4% | -32.7% | -44.2% |
| All | -34.1% | -2.8% | -31.3% | -44.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling