+179.4%
INTC vs SAN
+356.8%
-177.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -0.5% | +9.5% | +9.3% |
| 7D | +17.4% | +3.3% | +14.1% | +15.4% |
| 30D | +2.8% | +1.1% | +1.7% | +2.1% |
| 3M | -5.3% | +22.2% | -27.5% | -14.4% |
| 6M | +140.6% | +36.0% | +104.6% | +107.7% |
| YTD | +183.1% | +28.2% | +154.9% | +147.7% |
| 1Y | +326.8% | +54.1% | +272.6% | +243.2% |
| 3Y | +179.4% | +354.2% | -174.8% | +57.2% |
| All | +179.4% | +356.8% | -177.3% | +57.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling