-17.5%
RUN vs SM
+17.4%
-34.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | 0.0% |
| 7D | +1.3% | +0.1% | +1.2% | +1.2% |
| 30D | -15.3% | +26.3% | -41.6% | -18.6% |
| 3M | -40.0% | +8.7% | -48.7% | -41.4% |
| 6M | -27.0% | +51.7% | -78.6% | -33.5% |
| YTD | -51.7% | +99.0% | -150.7% | -58.5% |
| 1Y | -45.9% | +34.6% | -80.5% | -50.5% |
| 3Y | -43.8% | -7.8% | -36.0% | -46.2% |
| 5Y | -80.5% | +104.8% | -185.3% | -83.7% |
| 10Y | +45.3% | +7.2% | +38.0% | -0.6% |
| All | -17.5% | +17.4% | -34.8% | -53.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling