+311.2%
SPY vs RUN
+43.4%
+267.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | -0.4% |
| 7D | -2.0% | -3.4% | +1.4% | -1.7% |
| 30D | -1.7% | -14.0% | +12.3% | -0.4% |
| 3M | +4.7% | -27.5% | +32.2% | +7.4% |
| 6M | +12.5% | -29.0% | +41.5% | +15.0% |
| YTD | +11.7% | -53.1% | +64.8% | +17.2% |
| 1Y | +17.5% | -46.7% | +64.2% | +20.9% |
| 3Y | +76.6% | -38.3% | +114.9% | +58.9% |
| 5Y | +82.0% | -80.7% | +162.7% | +76.8% |
| All | +311.2% | +43.4% | +267.9% | +176.4% |
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