+70.8%
SAP vs RUN
-82.6%
+153.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.1% | -5.3% | -4.2% |
| 7D | -0.7% | +33.4% | -34.1% | -2.6% |
| 30D | +11.1% | +31.1% | -20.0% | +8.9% |
| 3M | +17.0% | +6.4% | +10.6% | +16.2% |
| 6M | +34.8% | -22.2% | +57.1% | +35.9% |
| YTD | -2.2% | -45.8% | +43.5% | +0.2% |
| 1Y | -6.4% | -51.1% | +44.7% | -3.7% |
| 3Y | +75.1% | -3.0% | +78.2% | +54.2% |
| All | +70.8% | -82.6% | +153.3% | +73.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling