+23.1%
STM vs RUN
-81.0%
+104.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.0% |
| 7D | +5.8% | +1.3% | +4.5% | +5.5% |
| 30D | -1.0% | -15.3% | +14.2% | +1.6% |
| 3M | -33.3% | -40.0% | +6.8% | -27.2% |
| 6M | +57.4% | -27.0% | +84.3% | +65.3% |
| YTD | +102.2% | -51.7% | +153.9% | +122.9% |
| 1Y | +99.6% | -45.9% | +145.5% | +113.5% |
| 3Y | +14.5% | -43.8% | +58.3% | +1.6% |
| All | +23.1% | -81.0% | +104.1% | +24.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling