+78.8%
SE vs RUN
-8.5%
+87.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.4% | +5.3% | +3.1% |
| 7D | +3.3% | +18.1% | -14.8% | +2.1% |
| 30D | -18.2% | +27.5% | -45.6% | -19.6% |
| 3M | -31.3% | -4.5% | -26.8% | -31.2% |
| 6M | -10.1% | -33.3% | +23.2% | -8.4% |
| YTD | -38.9% | -47.1% | +8.2% | -37.5% |
| 1Y | -48.0% | -43.1% | -4.9% | -47.0% |
| 3Y | +78.8% | -3.0% | +81.8% | +126.8% |
| All | +78.8% | -8.5% | +87.3% | +126.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling