+334.7%
INTC vs SAN
+53.7%
+281.0%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +2.5% |
| 7D | +18.0% | -0.5% | +18.5% | +18.2% |
| 30D | +8.9% | -0.1% | +9.0% | +8.8% |
| 3M | -1.6% | +19.6% | -21.2% | -12.2% |
| 6M | +133.1% | +32.7% | +100.4% | +97.3% |
| YTD | +187.9% | +26.7% | +161.2% | +141.3% |
| 1Y | +334.7% | +51.6% | +283.1% | +245.0% |
| All | +334.7% | +53.7% | +281.0% | +245.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling