+423.6%
SN vs RUN
-38.9%
+462.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -1.0% |
| 7D | -9.3% | +1.3% | -10.6% | -9.5% |
| 30D | -4.8% | -15.3% | +10.5% | -3.4% |
| 3M | +40.4% | -40.0% | +80.4% | +47.0% |
| 6M | +50.9% | -27.0% | +77.9% | +54.6% |
| YTD | +54.9% | -51.7% | +106.6% | +62.9% |
| 1Y | +43.0% | -45.9% | +88.9% | +47.5% |
| All | +423.6% | -38.9% | +462.5% | +374.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling