+215.4%
SO vs RUN
-31.9%
+247.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.7% |
| 7D | -0.2% | +1.3% | -1.4% | -0.2% |
| 30D | -4.6% | -15.3% | +10.7% | -4.0% |
| 3M | -3.0% | -40.0% | +37.0% | -1.2% |
| 6M | -8.3% | -27.0% | +18.7% | -7.5% |
| YTD | +3.5% | -51.7% | +55.2% | +5.6% |
| 1Y | -0.9% | -45.9% | +45.0% | +0.1% |
| 3Y | +45.4% | -43.8% | +89.1% | +38.6% |
| 5Y | +59.6% | -80.5% | +140.1% | +56.5% |
| 10Y | +156.6% | +45.3% | +111.3% | +113.5% |
| All | +215.4% | -31.9% | +247.3% | +163.2% |
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