-75.5%
SMR vs RUN
-47.1%
-28.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | -0.8% | -14.9% | -15.3% |
| 7D | -11.2% | -3.7% | -7.5% | -9.3% |
| 30D | -10.2% | -13.0% | +2.8% | -3.9% |
| 3M | -10.0% | -31.8% | +21.8% | +6.2% |
| 6M | -30.5% | -32.2% | +1.8% | -18.4% |
| YTD | -39.2% | -53.5% | +14.2% | -22.3% |
| 1Y | -75.5% | -46.5% | -29.0% | -72.1% |
| All | -75.5% | -47.1% | -28.4% | -72.1% |
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