-77.1%
SE vs RUN
-83.2%
+6.1%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.4% | +5.3% | +3.4% |
| 7D | +3.3% | +18.1% | -14.8% | -0.4% |
| 30D | -18.2% | +27.5% | -45.6% | -22.6% |
| 3M | -31.3% | -4.5% | -26.8% | -31.3% |
| 6M | -10.1% | -33.3% | +23.2% | -4.6% |
| YTD | -38.9% | -47.1% | +8.2% | -34.3% |
| 1Y | -48.0% | -43.1% | -4.9% | -45.2% |
| 3Y | +78.8% | -3.0% | +81.8% | +12.2% |
| 5Y | -77.1% | -82.6% | +5.5% | -75.4% |
| All | -77.1% | -83.2% | +6.1% | -75.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling