+562.3%
SE vs RUN
+56.9%
+505.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.5% |
| 7D | -4.8% | -3.4% | -1.4% | -4.0% |
| 30D | -18.1% | -14.0% | -4.2% | -15.3% |
| 3M | +30.6% | -27.5% | +58.1% | +39.3% |
| 6M | +20.8% | -29.0% | +49.7% | +27.5% |
| YTD | -15.6% | -53.1% | +37.5% | -4.8% |
| 1Y | -44.2% | -46.7% | +2.5% | -40.1% |
| 3Y | +181.5% | -38.3% | +219.9% | +104.2% |
| 5Y | -66.9% | -80.7% | +13.8% | -67.8% |
| All | +562.3% | +56.9% | +505.4% | +217.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 10y: compounded portfolio wealth divided by compounded RUN 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…
10y analysis · Full analysis span regression · 6 months rolling