+2,383.0%
INFY vs SAN
+468.2%
+1,914.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.3% | -0.8% | +0.6% |
| 7D | -5.4% | +0.2% | -5.6% | -5.4% |
| 30D | -9.9% | +0.9% | -10.8% | -10.2% |
| 3M | -4.6% | +19.1% | -23.7% | -10.9% |
| 6M | -18.5% | +33.2% | -51.7% | -27.5% |
| YTD | -36.5% | +29.1% | -65.6% | -43.2% |
| 1Y | -32.8% | +50.2% | -83.0% | -43.2% |
| 3Y | -32.2% | +351.0% | -383.2% | -63.3% |
| 5Y | -44.7% | +394.7% | -439.4% | -72.4% |
| 10Y | +82.3% | +345.3% | -262.9% | -15.1% |
| All | +2,383.0% | +468.2% | +1,914.7% | +668.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling