+355.0%
SE vs RUN
+64.9%
+290.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +4.1% | -7.8% | -4.6% |
| 7D | -7.7% | +3.2% | -10.9% | -8.9% |
| 30D | -22.8% | +19.5% | -42.3% | -26.7% |
| 3M | -43.7% | -9.6% | -34.2% | -43.2% |
| 6M | -12.8% | -37.3% | +24.5% | -5.6% |
| YTD | -42.0% | -50.7% | +8.7% | -36.2% |
| 1Y | -48.0% | -54.1% | +6.1% | -42.0% |
| 3Y | +62.7% | -3.9% | +66.6% | +2.3% |
| 5Y | -77.8% | -84.4% | +6.6% | -77.0% |
| All | +355.0% | +64.9% | +290.1% | +112.4% |
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