+670.8%
STM vs RUN
+50.4%
+620.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.7% | -4.2% | -1.3% |
| 7D | +5.2% | +10.2% | -5.0% | +3.1% |
| 30D | -7.4% | -9.6% | +2.2% | -5.6% |
| 3M | -30.6% | -31.5% | +0.9% | -25.3% |
| 6M | +66.4% | -18.7% | +85.1% | +72.4% |
| YTD | +101.1% | -49.9% | +151.0% | +124.1% |
| 1Y | +97.4% | -45.5% | +142.9% | +113.1% |
| 3Y | +21.1% | -34.1% | +55.2% | -0.1% |
| 5Y | +22.5% | -79.4% | +101.9% | +18.7% |
| All | +670.8% | +50.4% | +620.4% | +293.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling