-46.2%
SE vs RUN
-55.1%
+8.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +1.0% |
| 7D | -0.5% | -13.5% | +13.0% | +1.2% |
| 30D | -20.9% | +18.3% | -39.2% | -23.2% |
| 3M | -38.9% | -12.5% | -26.4% | -38.0% |
| 6M | -19.4% | -40.3% | +20.9% | -14.7% |
| YTD | -40.9% | -53.1% | +12.2% | -37.8% |
| 1Y | -46.2% | -54.3% | +8.1% | -43.6% |
| All | -46.2% | -55.1% | +8.9% | -43.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling