-80.3%
RUN vs SAN
+384.1%
-464.3%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.2% | -3.3% | -3.8% |
| 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% | -37.9% |
| 6M | -22.3% | +32.7% | -55.0% | -35.6% |
| YTD | -52.2% | +26.7% | -78.9% | -58.5% |
| 1Y | -45.1% | +51.6% | -96.7% | -57.3% |
| 3Y | -37.1% | +348.7% | -385.8% | -73.3% |
| 5Y | -80.3% | +378.7% | -459.0% | -92.4% |
| All | -80.3% | +384.1% | -464.3% | -92.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling