+234.9%
SO vs RUN
-25.4%
+260.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.4% | +3.7% | +1.4% |
| 7D | -1.1% | +18.1% | -19.2% | -1.8% |
| 30D | +8.6% | +27.5% | -18.9% | +7.3% |
| 3M | +1.8% | -4.5% | +6.3% | +1.8% |
| 6M | +3.6% | -33.3% | +37.0% | +4.9% |
| YTD | +9.9% | -47.1% | +57.0% | +11.5% |
| 1Y | +5.7% | -43.1% | +48.8% | +6.8% |
| 3Y | +52.5% | -3.0% | +55.5% | +41.3% |
| 5Y | +77.3% | -82.6% | +159.9% | +75.5% |
| 10Y | +186.8% | +103.3% | +83.4% | +136.9% |
| All | +234.9% | -25.4% | +260.3% | +178.0% |
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