-46.7%
RUN vs SPY
+17.2%
-64.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -0.2% |
| 7D | -3.4% | -2.0% | -1.4% | +2.3% |
| 30D | -14.0% | -1.7% | -12.3% | -9.6% |
| 3M | -27.5% | +4.7% | -32.2% | -36.0% |
| 6M | -29.0% | +12.5% | -41.5% | -48.3% |
| YTD | -53.1% | +11.7% | -64.8% | -64.6% |
| 1Y | -46.7% | +17.5% | -64.2% | -65.4% |
| All | -46.7% | +17.2% | -64.0% | -65.4% |
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