+538.9%
STM vs RUN
-23.6%
+562.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.1% | +3.3% | +4.2% |
| 7D | -10.7% | +33.4% | -44.2% | -16.1% |
| 30D | -25.7% | +31.1% | -56.9% | -30.0% |
| 3M | -21.6% | +6.4% | -28.0% | -23.3% |
| 6M | -27.8% | -22.2% | -5.6% | -25.2% |
| YTD | +61.8% | -45.8% | +107.5% | +74.9% |
| 1Y | +78.1% | -51.1% | +129.2% | +94.5% |
| 3Y | +4.9% | -3.0% | +7.9% | -18.3% |
| 5Y | -14.3% | -82.2% | +68.0% | -14.1% |
| 10Y | +414.1% | +111.9% | +302.2% | +202.3% |
| All | +538.9% | -23.6% | +562.5% | +296.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling