-53.9%
RUN vs SPY
+14.6%
-68.5%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | -3.1% |
| 7D | +18.5% | -0.7% | +19.2% | +20.5% |
| 30D | +15.5% | -1.0% | +16.5% | +18.7% |
| 3M | -20.3% | -0.3% | -20.0% | -19.2% |
| 6M | -30.8% | +7.3% | -38.1% | -42.0% |
| YTD | -52.2% | +13.3% | -65.6% | -64.7% |
| 1Y | -53.9% | +14.8% | -68.7% | -66.8% |
| All | -53.9% | +14.6% | -68.5% | -66.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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