+73.3%
RUN vs SAN
+270.1%
-196.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +0.9% |
| 7D | -13.5% | +4.0% | -17.5% | -15.6% |
| 30D | +18.3% | -7.8% | +26.1% | +23.3% |
| 3M | -12.5% | -16.4% | +3.9% | -3.7% |
| 6M | -40.3% | +3.5% | -43.8% | -41.8% |
| YTD | -53.1% | +6.7% | -59.8% | -54.5% |
| 1Y | -54.3% | +14.5% | -68.8% | -57.3% |
| 3Y | -6.5% | +243.5% | -250.0% | -50.3% |
| 5Y | -85.3% | +296.2% | -381.5% | -92.9% |
| All | +73.3% | +270.1% | -196.8% | -12.0% |
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