+41.5%
RUN vs SPY
+318.9%
-277.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -0.9% |
| 7D | -3.4% | -2.0% | -1.4% | +0.1% |
| 30D | -14.0% | -1.7% | -12.3% | -11.2% |
| 3M | -27.5% | +4.7% | -32.2% | -32.7% |
| 6M | -29.0% | +12.5% | -41.5% | -41.1% |
| YTD | -53.1% | +11.7% | -64.8% | -60.2% |
| 1Y | -46.7% | +17.5% | -64.2% | -58.0% |
| 3Y | -38.3% | +76.6% | -114.9% | -76.0% |
| 5Y | -80.7% | +82.0% | -162.7% | -92.2% |
| All | +41.5% | +318.9% | -277.4% | -83.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling