+71.1%
RUN vs SAN
+267.7%
-196.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -2.8% | -3.3% | -4.5% |
| 7D | -13.7% | +1.0% | -14.7% | -14.4% |
| 30D | +9.4% | -9.4% | +18.7% | +15.1% |
| 3M | -13.4% | -17.1% | +3.7% | -4.3% |
| 6M | -39.6% | +2.2% | -41.7% | -40.7% |
| YTD | -53.7% | +6.0% | -59.7% | -54.9% |
| 1Y | -56.2% | +12.7% | -68.9% | -58.7% |
| 3Y | -9.7% | +242.1% | -251.9% | -51.9% |
| 5Y | -85.5% | +293.6% | -379.1% | -92.9% |
| All | +71.1% | +267.7% | -196.6% | -12.8% |
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