+58.7%
SO vs RUN
-80.3%
+139.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.7% | -2.7% | +0.9% |
| 7D | +1.0% | +10.2% | -9.1% | +0.7% |
| 30D | -3.2% | -9.6% | +6.4% | -3.0% |
| 3M | -1.7% | -31.5% | +29.8% | -0.8% |
| 6M | -7.2% | -18.7% | +11.5% | -7.0% |
| YTD | +4.6% | -49.9% | +54.5% | +5.8% |
| 1Y | +1.2% | -45.5% | +46.7% | +1.8% |
| 3Y | +45.3% | -34.1% | +79.4% | +38.8% |
| 5Y | +58.7% | -79.4% | +138.2% | +52.8% |
| All | +58.7% | -80.3% | +139.0% | +52.8% |
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 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