+158.9%
SN vs RUN
-53.7%
+212.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.3% | +2.8% | +3.9% |
| 7D | +10.6% | +18.5% | -7.8% | +8.0% |
| 30D | +20.0% | +15.5% | +4.5% | +17.4% |
| 3M | +30.4% | -20.3% | +50.7% | +33.4% |
| 6M | +91.0% | -30.8% | +121.8% | +98.1% |
| YTD | +95.9% | -52.2% | +148.2% | +106.5% |
| 1Y | +158.9% | -53.9% | +212.8% | +173.5% |
| All | +158.9% | -53.7% | +212.6% | +173.5% |
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