-6.5%
RUN vs SPY
+78.1%
-84.6%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.9% |
| 7D | -13.5% | +2.6% | -16.1% | -17.2% |
| 30D | +18.3% | -2.0% | +20.3% | +20.7% |
| 3M | -12.5% | -2.8% | -9.7% | -8.9% |
| 6M | -40.3% | +2.1% | -42.5% | -42.4% |
| YTD | -53.1% | +11.5% | -64.6% | -60.5% |
| 1Y | -54.3% | +13.5% | -67.7% | -62.4% |
| 3Y | -6.5% | +77.7% | -84.2% | -82.3% |
| All | -6.5% | +78.1% | -84.6% | -82.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling