+270.0%
INTC vs SAN
+329.5%
-59.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +2.2% |
| 7D | +18.0% | -0.5% | +18.5% | +18.2% |
| 30D | +8.9% | -0.1% | +9.0% | +8.9% |
| 3M | -1.6% | +19.6% | -21.2% | -8.4% |
| 6M | +133.1% | +32.7% | +100.4% | +109.1% |
| YTD | +187.9% | +26.7% | +161.2% | +161.2% |
| 1Y | +334.7% | +51.6% | +283.1% | +267.4% |
| 3Y | +184.2% | +348.7% | -164.6% | +57.0% |
| 5Y | +116.0% | +378.7% | -262.7% | +11.8% |
| 10Y | +270.0% | +336.9% | -67.0% | +91.1% |
| All | +270.0% | +329.5% | -59.6% | +91.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling