+49.3%
SW vs RUN
-9.7%
+59.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +12.3% | -13.8% | -2.7% |
| 7D | +4.7% | +30.0% | -25.4% | +1.8% |
| 30D | +5.0% | +27.0% | -22.0% | +2.3% |
| 3M | -7.3% | -5.9% | -1.4% | -7.2% |
| 6M | +15.0% | -26.7% | +41.7% | +17.4% |
| YTD | +18.5% | -46.4% | +64.9% | +22.6% |
| 1Y | +27.1% | -52.1% | +79.2% | +32.3% |
| All | +49.3% | -9.7% | +59.0% | +34.6% |
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 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