-80.3%
RUN vs SPY
+81.0%
-161.3%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.5% | -4.1% | -3.6% |
| 7D | -1.8% | -0.4% | -1.4% | -1.1% |
| 30D | -10.8% | -1.4% | -9.5% | -8.2% |
| 3M | -30.2% | +3.7% | -33.9% | -34.5% |
| 6M | -22.3% | +13.0% | -35.3% | -37.9% |
| YTD | -52.2% | +12.4% | -64.6% | -60.9% |
| 1Y | -45.1% | +18.5% | -63.6% | -58.9% |
| 3Y | -37.1% | +77.6% | -114.7% | -79.9% |
| 5Y | -80.3% | +81.7% | -162.0% | -93.0% |
| All | -80.3% | +81.0% | -161.3% | -93.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling