+98.3%
SPYG vs RUN
-39.0%
+137.3%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +0.9% |
| 7D | -0.9% | -3.7% | +2.8% | -0.7% |
| 30D | -1.5% | -13.0% | +11.5% | -0.9% |
| 3M | +3.7% | -31.8% | +35.5% | +5.5% |
| 6M | +16.4% | -32.2% | +48.6% | +18.2% |
| YTD | +13.3% | -53.5% | +66.8% | +16.2% |
| 1Y | +17.9% | -46.5% | +64.4% | +20.0% |
| 3Y | +98.3% | -37.6% | +136.0% | +89.6% |
| All | +98.3% | -39.0% | +137.3% | +89.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling