+176.2%
SAP vs RUN
+46.3%
+129.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.7% | -5.4% | -2.0% |
| 7D | -0.3% | +10.2% | -10.4% | -1.1% |
| 30D | +2.6% | -9.6% | +12.2% | +3.4% |
| 3M | +16.3% | -31.5% | +47.8% | +19.4% |
| 6M | +6.4% | -18.7% | +25.1% | +7.0% |
| YTD | -11.4% | -49.9% | +38.5% | -7.9% |
| 1Y | -20.4% | -45.5% | +25.1% | -18.4% |
| 3Y | +56.5% | -34.1% | +90.6% | +40.7% |
| 5Y | +56.8% | -79.4% | +136.2% | +52.3% |
| 10Y | +176.2% | +48.9% | +127.2% | +93.3% |
| All | +176.2% | +46.3% | +129.8% | +93.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling