-17.5%
RUN vs SUI
+146.4%
-163.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.2% |
| 7D | +1.3% | -2.8% | +4.1% | +3.3% |
| 30D | -15.3% | -1.2% | -14.1% | -14.4% |
| 3M | -40.0% | -1.7% | -38.3% | -39.9% |
| 6M | -27.0% | -10.5% | -16.5% | -21.7% |
| YTD | -51.7% | -1.8% | -49.8% | -51.7% |
| 1Y | -45.9% | -4.1% | -41.8% | -45.4% |
| 3Y | -43.8% | +11.3% | -55.0% | -48.3% |
| 5Y | -80.5% | -32.1% | -48.4% | -76.0% |
| 10Y | +45.3% | +110.4% | -65.2% | +34.0% |
| All | -17.5% | +146.4% | -163.8% | -20.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling