-1.7%
RUN vs SUI
+17.9%
-19.7%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.8% | +4.9% | +4.8% |
| 7D | +3.2% | -2.4% | +5.6% | +5.3% |
| 30D | +19.5% | +3.3% | +16.2% | +15.9% |
| 3M | -9.6% | +0.7% | -10.3% | -10.4% |
| 6M | -37.3% | -4.1% | -33.2% | -36.1% |
| YTD | -50.7% | -1.8% | -48.9% | -51.1% |
| 1Y | -54.1% | -4.1% | -50.0% | -53.5% |
| All | -1.7% | +17.9% | -19.7% | -44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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