+448.1%
SN vs RUN
-52.8%
+500.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -10.6% | +9.3% | -0.3% |
| 7D | +7.6% | +0.3% | +7.2% | +7.4% |
| 30D | +22.4% | +14.0% | +8.4% | +20.6% |
| 3M | +21.7% | -11.8% | +33.4% | +22.5% |
| 6M | +102.8% | -40.4% | +143.2% | +111.1% |
| YTD | +102.4% | -52.7% | +155.1% | +111.9% |
| 1Y | +139.0% | -52.5% | +191.5% | +149.5% |
| 3Y | +440.4% | -7.7% | +448.1% | +376.3% |
| All | +448.1% | -52.8% | +500.9% | +328.7% |
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 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