+398.8%
SN vs RUN
-8.7%
+407.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.1% | +1.6% | +2.6% |
| 7D | +7.2% | +33.4% | -26.2% | +3.9% |
| 30D | +20.4% | +31.1% | -10.8% | +16.9% |
| 3M | +23.9% | +6.4% | +17.5% | +22.5% |
| 6M | +93.0% | -22.2% | +115.3% | +95.9% |
| YTD | +99.2% | -45.8% | +145.0% | +106.3% |
| 1Y | +142.6% | -51.1% | +193.7% | +152.6% |
| 3Y | +398.8% | -3.0% | +401.8% | +313.0% |
| All | +398.8% | -8.7% | +407.5% | +313.0% |
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