+455.3%
SN vs RUN
-47.3%
+502.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.4% | +5.3% | +3.2% |
| 7D | +7.6% | +18.1% | -10.4% | +5.8% |
| 30D | +24.1% | +27.5% | -3.4% | +20.9% |
| 3M | +23.7% | -4.5% | +28.2% | +23.7% |
| 6M | +105.5% | -33.3% | +138.9% | +111.7% |
| YTD | +105.1% | -47.1% | +152.2% | +112.5% |
| 1Y | +148.3% | -43.1% | +191.4% | +155.1% |
| 3Y | +438.7% | -3.0% | +441.7% | +371.1% |
| All | +455.3% | -47.3% | +502.6% | +329.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling