+437.2%
SPYG vs RUN
-29.4%
+466.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.7% | -4.2% | -0.8% |
| 7D | +1.2% | +10.2% | -9.0% | +0.2% |
| 30D | -1.6% | -9.6% | +8.1% | -0.7% |
| 3M | +3.4% | -31.5% | +34.9% | +6.7% |
| 6M | +18.9% | -18.7% | +37.6% | +20.2% |
| YTD | +13.8% | -49.9% | +63.7% | +19.0% |
| 1Y | +20.6% | -45.5% | +66.1% | +24.2% |
| 3Y | +100.5% | -34.1% | +134.6% | +79.4% |
| 5Y | +84.6% | -79.4% | +164.0% | +78.3% |
| 10Y | +410.8% | +48.9% | +361.9% | +280.4% |
| All | +437.2% | -29.4% | +466.6% | +307.3% |
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