-34.1%
RUN vs SAN
+356.8%
-390.9%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.5% | +4.2% | +4.1% |
| 7D | +10.2% | +3.3% | +6.8% | +7.4% |
| 30D | -9.6% | +1.1% | -10.7% | -10.4% |
| 3M | -31.5% | +22.2% | -53.7% | -42.0% |
| 6M | -18.7% | +36.0% | -54.7% | -37.3% |
| YTD | -49.9% | +28.2% | -78.1% | -58.7% |
| 1Y | -45.5% | +54.1% | -99.6% | -61.1% |
| 3Y | -34.1% | +354.2% | -388.3% | -83.0% |
| All | -34.1% | +356.8% | -390.9% | -83.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling