+7.5%
SMR vs RUN
-67.6%
+75.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.6% | +1.2% | -2.1% |
| 7D | +13.1% | -1.8% | +14.9% | +13.7% |
| 30D | +17.8% | -10.8% | +28.6% | +21.6% |
| 3M | +8.1% | -30.2% | +38.3% | +18.3% |
| 6M | -11.1% | -22.3% | +11.2% | -5.5% |
| YTD | -23.7% | -52.2% | +28.5% | -10.9% |
| 1Y | -69.4% | -45.1% | -24.3% | -65.2% |
| 3Y | +82.6% | -37.1% | +119.7% | +59.1% |
| All | +7.5% | -67.6% | +75.0% | -4.1% |
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 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