+589.4%
SE vs RUN
+61.6%
+527.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.4% | -0.8% |
| 7D | -6.1% | +1.3% | -7.3% | -6.4% |
| 30D | -2.5% | -15.3% | +12.8% | +1.1% |
| 3M | +21.7% | -40.0% | +61.7% | +35.5% |
| 6M | +27.0% | -27.0% | +54.0% | +33.0% |
| YTD | -12.1% | -51.7% | +39.6% | -1.6% |
| 1Y | -40.9% | -45.9% | +5.0% | -36.9% |
| 3Y | +191.0% | -43.8% | +234.8% | +119.1% |
| 5Y | -68.3% | -80.5% | +12.2% | -69.2% |
| All | +589.4% | +61.6% | +527.7% | +227.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling