-15.8%
RUN vs SAN
+170.8%
-186.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.6% | +4.8% | +4.5% |
| 7D | +3.2% | +3.4% | -0.2% | +1.1% |
| 30D | +19.5% | -6.3% | +25.8% | +23.1% |
| 3M | -9.6% | -14.1% | +4.5% | -2.6% |
| 6M | -37.3% | +4.2% | -41.5% | -39.0% |
| YTD | -50.7% | +9.0% | -59.7% | -52.6% |
| 1Y | -54.1% | +18.8% | -72.8% | -57.7% |
| 3Y | -3.9% | +252.0% | -255.9% | -47.1% |
| 5Y | -84.4% | +299.5% | -383.9% | -92.1% |
| 10Y | +77.5% | +276.7% | -199.2% | -14.6% |
| All | -15.8% | +170.8% | -186.6% | -48.0% |
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 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