-5.9%
SAP vs RUN
-53.7%
+47.8%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.3% | +3.0% | +4.2% |
| 7D | +1.3% | +18.5% | -17.2% | +0.5% |
| 30D | +15.5% | +15.5% | 0.0% | +14.7% |
| 3M | +22.8% | -20.3% | +43.1% | +23.8% |
| 6M | +42.5% | -30.8% | +73.3% | +43.6% |
| YTD | +0.5% | -52.2% | +52.8% | +5.2% |
| 1Y | -5.9% | -53.9% | +47.9% | -1.7% |
| All | -5.9% | -53.7% | +47.8% | -1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 1y: compounded portfolio wealth divided by compounded RUN 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…
1y analysis · Full analysis span regression · 6 months rolling