-79.4%
RUN vs SM
+111.2%
-190.7%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.6% | +0.1% | +2.7% |
| 7D | +10.2% | -0.2% | +10.3% | +10.2% |
| 30D | -9.6% | +31.5% | -41.1% | -16.8% |
| 3M | -31.5% | +17.3% | -48.8% | -35.6% |
| 6M | -18.7% | +48.5% | -67.2% | -31.3% |
| YTD | -49.9% | +106.3% | -156.1% | -63.3% |
| 1Y | -45.5% | +47.3% | -92.8% | -55.2% |
| 3Y | -34.1% | -1.4% | -32.7% | -41.2% |
| 5Y | -79.4% | +114.0% | -193.5% | -84.9% |
| All | -79.4% | +111.2% | -190.7% | -84.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling