+76.8%
SPYM vs RUN
-37.3%
+114.1%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.6% | +4.1% | -0.3% |
| 7D | -0.4% | -1.8% | +1.4% | -0.3% |
| 30D | -1.4% | -10.8% | +9.5% | -0.9% |
| 3M | +3.7% | -30.2% | +33.9% | +5.2% |
| 6M | +13.0% | -22.3% | +35.4% | +13.9% |
| YTD | +12.5% | -52.2% | +64.6% | +15.0% |
| 1Y | +18.6% | -45.1% | +63.7% | +20.3% |
| All | +76.8% | -37.3% | +114.1% | +67.7% |
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