+333.4%
SPY vs RUN
-34.8%
+368.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.1% | +5.7% | +0.2% |
| 7D | +3.3% | -13.7% | +17.0% | +4.5% |
| 30D | -2.7% | +9.4% | -12.1% | -3.8% |
| 3M | -1.7% | -13.4% | +11.7% | -1.0% |
| 6M | +3.1% | -39.6% | +42.7% | +6.6% |
| YTD | +11.9% | -53.7% | +65.6% | +16.6% |
| 1Y | +12.0% | -56.2% | +68.2% | +17.1% |
| 3Y | +78.2% | -9.7% | +87.9% | +55.8% |
| 5Y | +73.2% | -85.5% | +158.7% | +73.3% |
| 10Y | +309.6% | +66.7% | +242.9% | +205.0% |
| All | +333.4% | -34.8% | +368.1% | +229.5% |
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