+100.8%
STM vs RUN
-48.0%
+148.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.6% | +3.7% | +0.4% |
| 7D | +1.7% | -1.8% | +3.4% | +2.1% |
| 30D | -5.2% | -10.8% | +5.7% | -2.4% |
| 3M | -29.6% | -30.2% | +0.5% | -23.1% |
| 6M | +54.4% | -22.3% | +76.7% | +65.0% |
| YTD | +99.5% | -52.2% | +151.7% | +125.0% |
| 1Y | +100.8% | -45.1% | +145.9% | +125.5% |
| All | +100.8% | -48.0% | +148.8% | +125.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling