+72.6%
SPY vs RUN
-85.3%
+157.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.5% |
| 7D | +2.6% | -13.5% | +16.1% | +3.6% |
| 30D | -2.0% | +18.3% | -20.3% | -3.4% |
| 3M | -2.8% | -12.5% | +9.7% | -2.3% |
| 6M | +2.1% | -40.3% | +42.5% | +5.1% |
| YTD | +11.5% | -53.1% | +64.6% | +15.3% |
| 1Y | +13.5% | -54.3% | +67.7% | +17.4% |
| 3Y | +77.7% | -6.5% | +84.2% | +55.4% |
| All | +72.6% | -85.3% | +157.8% | +77.7% |
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