+290.3%
SAP vs RUN
-25.4%
+315.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.4% | +4.1% | +1.9% |
| 7D | +1.6% | +18.1% | -16.4% | +0.2% |
| 30D | +10.5% | +27.5% | -16.9% | +8.2% |
| 3M | +15.2% | -4.5% | +19.7% | +15.1% |
| 6M | +36.7% | -33.3% | +70.0% | +39.8% |
| YTD | -0.6% | -47.1% | +46.5% | +2.4% |
| 1Y | -4.1% | -43.1% | +39.0% | -2.1% |
| 3Y | +73.2% | -3.0% | +76.2% | +52.3% |
| 5Y | +74.1% | -82.6% | +156.7% | +72.0% |
| 10Y | +222.9% | +103.3% | +119.6% | +148.1% |
| All | +290.3% | -25.4% | +315.7% | +205.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling