+156.5%
SO vs RUN
+46.2%
+110.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.6% | +3.8% | -0.5% |
| 7D | 0.0% | -1.8% | +1.8% | +0.1% |
| 30D | -2.5% | -10.8% | +8.4% | -2.0% |
| 3M | -4.2% | -30.2% | +26.0% | -2.8% |
| 6M | -7.7% | -22.3% | +14.7% | -7.1% |
| YTD | +3.8% | -52.2% | +56.0% | +6.1% |
| 1Y | +0.1% | -45.1% | +45.2% | +1.1% |
| 3Y | +44.2% | -37.1% | +81.3% | +35.4% |
| 5Y | +57.9% | -80.3% | +138.1% | +54.6% |
| All | +156.5% | +46.2% | +110.3% | +93.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling