-46.7%
RUN vs SAN
+49.3%
-96.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.7% |
| 7D | -3.4% | -2.8% | -0.6% | -1.1% |
| 30D | -14.0% | -0.5% | -13.4% | -13.6% |
| 3M | -27.5% | +22.7% | -50.2% | -39.6% |
| 6M | -29.0% | +28.8% | -57.8% | -44.2% |
| YTD | -53.1% | +26.3% | -79.4% | -61.0% |
| 1Y | -46.7% | +48.8% | -95.6% | -59.0% |
| All | -46.7% | +49.3% | -96.0% | -59.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling