+447.8%
SN vs RUN
-53.3%
+501.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.3% | +1.5% | +2.7% |
| 7D | +1.5% | -13.5% | +15.1% | +2.9% |
| 30D | +21.5% | +18.3% | +3.2% | +19.3% |
| 3M | +20.0% | -12.5% | +32.5% | +21.0% |
| 6M | +119.9% | -40.3% | +160.2% | +128.9% |
| YTD | +102.3% | -53.1% | +155.4% | +112.0% |
| 1Y | +148.0% | -54.3% | +202.3% | +159.9% |
| 3Y | +450.0% | -6.5% | +456.5% | +384.7% |
| All | +447.8% | -53.3% | +501.1% | +328.8% |
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 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