-37.6%
RUN vs SNY
-9.6%
-28.0%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.9% |
| 7D | -3.7% | -3.3% | -0.4% | -2.2% |
| 30D | -13.0% | -2.2% | -10.9% | -12.1% |
| 3M | -31.8% | -3.0% | -28.8% | -31.1% |
| 6M | -32.2% | +2.7% | -35.0% | -33.7% |
| YTD | -53.5% | -6.8% | -46.6% | -52.2% |
| 1Y | -46.5% | -5.3% | -41.3% | -45.8% |
| 3Y | -37.6% | -9.8% | -27.8% | -33.9% |
| All | -37.6% | -9.6% | -28.0% | -33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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