+323.8%
SN vs RUN
-50.1%
+373.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.7% | -2.7% | +0.6% |
| 7D | +0.1% | +10.2% | -10.0% | -0.8% |
| 30D | -5.6% | -9.6% | +4.0% | -4.8% |
| 3M | +48.1% | -31.5% | +79.6% | +52.8% |
| 6M | +57.6% | -18.7% | +76.3% | +59.8% |
| YTD | +56.5% | -49.9% | +106.4% | +63.6% |
| 1Y | +52.6% | -45.5% | +98.1% | +57.1% |
| 3Y | +412.0% | -34.1% | +446.1% | +340.3% |
| All | +323.8% | -50.1% | +373.8% | +231.0% |
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 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