+439.5%
SN vs RUN
-46.0%
+485.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.1% | +1.6% | +2.6% |
| 7D | +7.2% | +33.4% | -26.2% | +4.1% |
| 30D | +20.4% | +31.1% | -10.8% | +17.0% |
| 3M | +23.9% | +6.4% | +17.5% | +22.6% |
| 6M | +93.0% | -22.2% | +115.3% | +95.8% |
| YTD | +99.2% | -45.8% | +145.0% | +106.0% |
| 1Y | +142.6% | -51.1% | +193.7% | +152.1% |
| 3Y | +398.8% | -3.0% | +401.8% | +335.7% |
| All | +439.5% | -46.0% | +485.4% | +316.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling