+54.1%
INTC vs SAN
+257.1%
-203.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.9% | -2.5% |
| 7D | -4.0% | +10.8% | -14.8% | -9.5% |
| 30D | -44.5% | -5.7% | -38.7% | -42.7% |
| 3M | -40.4% | -13.4% | -27.0% | -35.7% |
| 6M | -53.5% | +3.5% | -57.0% | -54.2% |
| YTD | +57.5% | +9.7% | +47.8% | +48.8% |
| 1Y | +51.2% | +20.9% | +30.3% | +36.3% |
| All | +54.1% | +257.1% | -203.0% | -10.8% |
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