+339.7%
SPY vs RUN
-31.9%
+371.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | +0.1% | -0.3% |
| 7D | +0.1% | +1.3% | -1.1% | 0.0% |
| 30D | +0.1% | -15.3% | +15.3% | +1.3% |
| 3M | +2.0% | -40.0% | +42.0% | +6.1% |
| 6M | +13.0% | -27.0% | +40.0% | +15.1% |
| YTD | +13.5% | -51.7% | +65.2% | +18.4% |
| 1Y | +20.0% | -45.9% | +65.9% | +23.0% |
| 3Y | +77.2% | -43.8% | +121.0% | +63.1% |
| 5Y | +81.9% | -80.5% | +162.4% | +76.7% |
| 10Y | +314.1% | +45.3% | +268.8% | +210.2% |
| All | +339.7% | -31.9% | +371.7% | +234.6% |
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