+102.3%
INTC vs SAN
+379.7%
-277.4%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.3% | -5.2% | -5.4% |
| 7D | +9.4% | -2.8% | +12.2% | +10.7% |
| 30D | +2.7% | -0.5% | +3.2% | +2.8% |
| 3M | -6.3% | +22.7% | -29.0% | -13.9% |
| 6M | +114.5% | +28.8% | +85.7% | +93.8% |
| YTD | +171.9% | +26.3% | +145.6% | +145.8% |
| 1Y | +305.0% | +48.8% | +256.2% | +243.4% |
| 3Y | +168.3% | +347.2% | -178.9% | +52.8% |
| 5Y | +102.3% | +383.8% | -281.5% | +3.7% |
| All | +102.3% | +379.7% | -277.4% | +3.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling