+45.2%
RUN vs SAN
+329.5%
-284.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.2% | -3.3% | -3.9% |
| 7D | -1.8% | -0.5% | -1.3% | -1.5% |
| 30D | -10.8% | -0.1% | -10.8% | -10.8% |
| 3M | -30.2% | +19.6% | -49.8% | -36.8% |
| 6M | -22.3% | +32.7% | -55.0% | -33.7% |
| YTD | -52.2% | +26.7% | -78.9% | -57.6% |
| 1Y | -45.1% | +51.6% | -96.7% | -55.7% |
| 3Y | -37.1% | +348.7% | -385.8% | -70.4% |
| 5Y | -80.3% | +378.7% | -459.0% | -91.3% |
| 10Y | +45.2% | +336.9% | -291.7% | -34.7% |
| All | +45.2% | +329.5% | -284.3% | -34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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