+82.6%
SMR vs RUN
-37.3%
+119.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.6% | +1.2% | -1.9% |
| 7D | +13.1% | -1.8% | +14.9% | +13.8% |
| 30D | +17.8% | -10.8% | +28.6% | +22.2% |
| 3M | +8.1% | -30.2% | +38.3% | +19.9% |
| 6M | -11.1% | -22.3% | +11.2% | -4.7% |
| YTD | -23.7% | -52.2% | +28.5% | -8.9% |
| 1Y | -69.4% | -45.1% | -24.3% | -64.5% |
| All | +82.6% | -37.3% | +119.9% | +39.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling