-17.5%
RUN vs SAN
+220.0%
-237.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.3% | 0.0% |
| 7D | +1.3% | +1.8% | -0.5% | +0.4% |
| 30D | -15.3% | +2.0% | -17.2% | -16.1% |
| 3M | -40.0% | +19.7% | -59.7% | -45.4% |
| 6M | -27.0% | +30.6% | -57.6% | -36.5% |
| YTD | -51.7% | +28.8% | -80.5% | -57.2% |
| 1Y | -45.9% | +57.8% | -103.7% | -56.7% |
| 3Y | -43.8% | +338.1% | -381.9% | -72.1% |
| 5Y | -80.5% | +384.2% | -464.7% | -91.0% |
| 10Y | +45.3% | +353.1% | -307.9% | -36.3% |
| All | -17.5% | +220.0% | -237.5% | -53.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling