+318.0%
SPYM vs RUN
+42.2%
+275.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.7% | +0.9% |
| 7D | -0.8% | -3.7% | +2.9% | -0.5% |
| 30D | -1.1% | -13.0% | +11.9% | +0.1% |
| 3M | +3.9% | -31.8% | +35.7% | +7.1% |
| 6M | +13.6% | -32.2% | +45.8% | +16.7% |
| YTD | +12.7% | -53.5% | +66.2% | +18.3% |
| 1Y | +17.6% | -46.5% | +64.1% | +21.0% |
| 3Y | +77.2% | -37.6% | +114.8% | +59.2% |
| 5Y | +84.1% | -80.9% | +165.0% | +79.0% |
| All | +318.0% | +42.2% | +275.9% | +180.8% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling