+59.8%
SAP vs RUN
-38.9%
+98.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.4% | -0.9% |
| 7D | -2.9% | +1.3% | -4.2% | -3.0% |
| 30D | +9.0% | -15.3% | +24.3% | +9.5% |
| 3M | +14.9% | -40.0% | +55.0% | +16.8% |
| 6M | +11.9% | -27.0% | +38.8% | +12.5% |
| YTD | -9.9% | -51.7% | +41.8% | -8.1% |
| 1Y | -19.5% | -45.9% | +26.4% | -18.4% |
| All | +59.8% | -38.9% | +98.7% | +50.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling