-44.6%
INFY vs SAN
+385.2%
-429.8%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.3% | -0.8% | +1.0% |
| 7D | -5.4% | +0.2% | -5.6% | -5.4% |
| 30D | -9.9% | +0.9% | -10.8% | -10.1% |
| 3M | -4.6% | +19.1% | -23.7% | -8.5% |
| 6M | -18.5% | +33.2% | -51.7% | -24.1% |
| YTD | -36.5% | +29.1% | -65.6% | -40.5% |
| 1Y | -32.8% | +50.2% | -83.0% | -39.2% |
| 3Y | -32.2% | +351.0% | -383.2% | -53.4% |
| All | -44.6% | +385.2% | -429.8% | -64.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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