-3.6%
SMR vs RUN
-67.3%
+63.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | +4.4% | +1.3% | +3.2% | +4.0% |
| 30D | +3.4% | -15.3% | +18.7% | +7.8% |
| 3M | -19.2% | -40.0% | +20.8% | -8.0% |
| 6M | -22.6% | -27.0% | +4.3% | -16.6% |
| YTD | -31.5% | -51.7% | +20.1% | -20.3% |
| 1Y | -73.1% | -45.9% | -27.2% | -69.4% |
| 3Y | +55.0% | -43.8% | +98.7% | +37.0% |
| All | -3.6% | -67.3% | +63.7% | -14.3% |
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 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