-67.0%
SE vs RUN
-80.3%
+13.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.7% | -2.6% | +0.4% |
| 7D | +0.6% | +10.2% | -9.6% | -1.4% |
| 30D | -0.1% | -9.6% | +9.5% | +1.9% |
| 3M | +34.1% | -31.5% | +65.6% | +43.4% |
| 6M | +23.2% | -18.7% | +41.9% | +25.6% |
| YTD | -11.2% | -49.9% | +38.7% | -2.6% |
| 1Y | -40.5% | -45.5% | +5.0% | -37.0% |
| 3Y | +196.3% | -34.1% | +230.4% | +114.8% |
| 5Y | -67.0% | -79.4% | +12.4% | -67.7% |
| All | -67.0% | -80.3% | +13.3% | -67.7% |
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