-85.6%
SMR vs RUN
-53.7%
-31.9%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.3% | -5.7% | -5.0% |
| 7D | -9.5% | +18.5% | -28.0% | -16.3% |
| 30D | -33.2% | +15.5% | -48.7% | -37.6% |
| 3M | -45.9% | -20.3% | -25.6% | -41.2% |
| 6M | -57.9% | -30.8% | -27.1% | -52.0% |
| YTD | -63.8% | -52.2% | -11.6% | -56.2% |
| 1Y | -85.6% | -53.9% | -31.7% | -82.6% |
| All | -85.6% | -53.7% | -31.9% | -82.6% |
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