+0.1%
SO vs RUN
-48.0%
+48.1%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.6% | +3.8% | -0.8% |
| 7D | 0.0% | -1.8% | +1.8% | 0.0% |
| 30D | -2.5% | -10.8% | +8.4% | -2.6% |
| 3M | -4.2% | -30.2% | +26.0% | -4.5% |
| 6M | -7.7% | -22.3% | +14.7% | -7.7% |
| YTD | +3.8% | -52.2% | +56.0% | +2.8% |
| 1Y | +0.1% | -45.1% | +45.2% | +1.5% |
| All | +0.1% | -48.0% | +48.1% | +1.5% |
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